+618.6%
RVMD vs SIRI
-51.5%
+670.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.7% | -3.9% | +3.2% | +0.2% |
| 30D | +0.3% | -0.8% | +1.2% | +0.4% |
| 3M | +38.9% | +4.3% | +34.6% | +36.8% |
| 6M | +108.1% | +34.1% | +74.1% | +91.3% |
| YTD | +160.7% | +47.3% | +113.4% | +132.8% |
| 1Y | +407.3% | +22.9% | +384.4% | +373.1% |
| 3Y | +546.6% | -24.6% | +571.1% | +558.0% |
| 5Y | +579.8% | -43.2% | +623.0% | +632.2% |
| All | +618.6% | -51.5% | +670.1% | +752.1% |
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