-48.9%
SIRI vs RCAT
-100.0%
+51.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.7% |
| 7D | +4.3% | +5.4% | -1.1% | +4.2% |
| 30D | -2.8% | -5.6% | +2.8% | -2.8% |
| 3M | +5.9% | -30.2% | +36.1% | +6.1% |
| 6M | +31.9% | -43.4% | +75.3% | +32.2% |
| YTD | +48.7% | +9.6% | +39.0% | +48.2% |
| 1Y | +23.2% | -2.0% | +25.2% | +22.8% |
| 3Y | -23.9% | +825.0% | -848.9% | -25.7% |
| 5Y | -43.4% | +199.8% | -243.2% | -44.6% |
| 10Y | -13.6% | -98.4% | +84.8% | -24.9% |
| All | -48.9% | -100.0% | +51.1% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling