+28.5%
SIRI vs RL
+13.6%
+14.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -2.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | -4.7% | -7.8% | +3.1% | -3.7% |
| 3M | +5.3% | -4.0% | +9.3% | +5.2% |
| 6M | +30.5% | -1.9% | +32.4% | +28.0% |
| YTD | +49.6% | -0.2% | +49.8% | +45.9% |
| 1Y | +28.5% | +10.7% | +17.8% | +20.6% |
| All | +28.5% | +13.6% | +14.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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