-76.0%
SIRI vs RBA
+3,565.6%
-3,641.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -4.7% | -12.3% | +7.6% | -1.3% |
| 3M | +5.3% | -20.5% | +25.8% | +11.6% |
| 6M | +30.5% | -18.5% | +49.1% | +37.0% |
| YTD | +49.6% | -18.2% | +67.9% | +56.1% |
| 1Y | +28.5% | -27.5% | +56.0% | +38.6% |
| 3Y | -27.5% | +38.1% | -65.5% | -35.3% |
| 5Y | -44.7% | +44.8% | -89.5% | -52.6% |
| 10Y | -12.6% | +187.1% | -199.8% | -40.9% |
| All | -76.0% | +3,565.6% | -3,641.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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