-9.7%
RKT vs SIRI
-42.5%
+32.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -7.2% | -3.0% | -4.3% | -6.6% |
| 30D | -7.9% | +1.3% | -9.2% | -8.2% |
| 3M | +5.2% | +5.6% | -0.4% | +4.0% |
| 6M | -14.9% | +35.2% | -50.1% | -20.2% |
| YTD | -31.9% | +49.1% | -80.9% | -37.7% |
| 1Y | -36.9% | +26.8% | -63.7% | -40.5% |
| 3Y | +35.7% | -23.7% | +59.4% | +40.1% |
| 5Y | -9.7% | -41.8% | +32.2% | -1.2% |
| All | -9.7% | -42.5% | +32.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling