-11.3%
SIRI vs RCAT
-98.5%
+87.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +0.6% | -4.9% | +5.5% | +0.6% |
| 30D | +2.5% | -22.9% | +25.4% | +2.6% |
| 3M | +6.6% | -33.7% | +40.3% | +6.8% |
| 6M | +32.9% | -50.7% | +83.6% | +33.2% |
| YTD | +50.5% | +0.4% | +50.1% | +50.1% |
| 1Y | +28.0% | -27.6% | +55.6% | +27.8% |
| 3Y | -22.4% | +753.2% | -775.6% | -23.7% |
| 5Y | -41.3% | +183.3% | -224.6% | -42.2% |
| All | -11.3% | -98.5% | +87.2% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling