+588.9%
RVMD vs SIRI
-41.5%
+630.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -3.0% | +0.6% | -3.5% | -3.1% |
| 30D | -0.7% | +2.5% | -3.2% | -1.2% |
| 3M | +36.5% | +6.6% | +29.9% | +34.5% |
| 6M | +104.6% | +32.9% | +71.7% | +92.7% |
| YTD | +155.8% | +50.5% | +105.4% | +134.5% |
| 1Y | +340.7% | +28.0% | +312.7% | +315.7% |
| 3Y | +519.9% | -22.4% | +542.3% | +530.2% |
| All | +588.9% | -41.5% | +630.4% | +710.9% |
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