-27.1%
RKT vs SIRI
-39.7%
+12.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -6.3% | +0.6% | -6.8% | -6.4% |
| 30D | -6.2% | +2.5% | -8.7% | -6.8% |
| 3M | -1.9% | +6.6% | -8.5% | -3.4% |
| 6M | -13.0% | +32.9% | -45.9% | -18.9% |
| YTD | -31.9% | +50.5% | -82.4% | -38.7% |
| 1Y | -37.6% | +28.0% | -65.5% | -41.7% |
| 3Y | +36.8% | -22.4% | +59.2% | +40.8% |
| 5Y | -9.7% | -41.3% | +31.6% | -3.3% |
| All | -27.1% | -39.7% | +12.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling