+28.5%
SIRI vs RCAT
-2.3%
+30.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.6% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -4.7% | -3.3% | -1.4% | -4.7% |
| 3M | +5.3% | -43.2% | +48.5% | +6.8% |
| 6M | +30.5% | -43.2% | +73.7% | +31.6% |
| YTD | +49.6% | +5.5% | +44.1% | +46.4% |
| 1Y | +28.5% | -1.6% | +30.2% | +25.2% |
| All | +28.5% | -2.3% | +30.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling