-24.0%
SIRI vs RCAT
+738.1%
-762.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | -3.9% | -2.3% | -1.6% | -3.8% |
| 30D | -0.8% | -18.7% | +17.9% | 0.0% |
| 3M | +4.3% | -29.3% | +33.6% | +5.5% |
| 6M | +34.1% | -42.3% | +76.4% | +35.9% |
| YTD | +47.3% | +2.5% | +44.8% | +43.7% |
| 1Y | +22.9% | -5.7% | +28.6% | +19.0% |
| All | -24.0% | +738.1% | -762.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling