-41.8%
SIRI vs RRC
+150.0%
-191.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | +1.3% | +3.0% | -1.7% | +0.9% |
| 3M | +5.6% | +7.3% | -1.7% | +4.5% |
| 6M | +35.2% | +3.6% | +31.6% | +34.1% |
| YTD | +49.1% | +19.4% | +29.7% | +44.8% |
| 1Y | +26.8% | +21.4% | +5.4% | +22.6% |
| 3Y | -23.7% | +32.8% | -56.4% | -27.7% |
| 5Y | -41.8% | +152.0% | -193.8% | -48.3% |
| All | -41.8% | +150.0% | -191.8% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling