-23.6%
RKT vs SIRI
-40.4%
+16.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +6.0% | +4.3% | +1.7% | +4.9% |
| 30D | +0.7% | -2.8% | +3.5% | +1.3% |
| 3M | +11.8% | +5.9% | +5.9% | +10.3% |
| 6M | -7.6% | +31.9% | -39.6% | -13.7% |
| YTD | -28.7% | +48.7% | -77.3% | -35.6% |
| 1Y | -32.6% | +23.2% | -55.8% | -36.5% |
| 3Y | +42.1% | -23.9% | +66.0% | +47.0% |
| 5Y | -7.2% | -43.4% | +36.3% | +1.1% |
| All | -23.6% | -40.4% | +16.8% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling