-11.3%
SIRI vs RRC
+4.9%
-16.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +0.6% | -1.8% | +2.3% | +0.7% |
| 30D | +2.5% | +2.7% | -0.2% | +2.2% |
| 3M | +6.6% | +8.8% | -2.2% | +5.5% |
| 6M | +32.9% | -1.2% | +34.1% | +32.6% |
| YTD | +50.5% | +17.6% | +32.9% | +47.2% |
| 1Y | +28.0% | +18.4% | +9.5% | +24.9% |
| 3Y | -22.4% | +33.1% | -55.5% | -25.7% |
| 5Y | -41.3% | +148.2% | -189.5% | -48.4% |
| All | -11.3% | +4.9% | -16.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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