+1,792.9%
RRX vs SIRI
-18.6%
+1,811.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -0.7% | -3.9% | +3.2% | -0.4% |
| 30D | -8.0% | -0.8% | -7.1% | -7.9% |
| 3M | -25.1% | +4.3% | -29.4% | -25.4% |
| 6M | -18.3% | +34.1% | -52.3% | -20.1% |
| YTD | +14.2% | +47.3% | -33.2% | +10.8% |
| 1Y | +13.0% | +22.9% | -9.9% | +11.1% |
| 3Y | +4.2% | -24.6% | +28.8% | +4.8% |
| 5Y | +17.9% | -43.2% | +61.1% | +19.7% |
| 10Y | +220.4% | -12.3% | +232.7% | +217.5% |
| All | +1,792.9% | -18.6% | +1,811.5% | +1,627.3% |
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