+241.4%
RFDA vs SPY
+298.9%
-57.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -3.0% | -2.7% | -0.3% | -0.7% |
| 30D | -0.5% | -5.4% | +4.9% | +4.4% |
| 3M | -1.8% | -4.1% | +2.3% | +1.7% |
| 6M | +4.4% | +0.7% | +3.7% | +3.4% |
| YTD | +13.3% | +8.7% | +4.6% | +4.7% |
| 1Y | +15.6% | +10.9% | +4.8% | +4.9% |
| 3Y | +71.7% | +75.0% | -3.3% | +3.8% |
| 5Y | +73.8% | +67.8% | +6.0% | +8.2% |
| 10Y | +258.1% | +312.9% | -54.7% | -2.8% |
| All | +241.4% | +298.9% | -57.5% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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