+59.0%
RFL vs SPY
+18.8%
+40.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.4% |
| 7D | -8.8% | -0.4% | -8.4% | -8.5% |
| 30D | +15.1% | -1.4% | +16.5% | +16.2% |
| 3M | +18.7% | +3.7% | +14.9% | +15.3% |
| 6M | +53.7% | +13.0% | +40.7% | +38.4% |
| YTD | +94.1% | +12.4% | +81.7% | +75.1% |
| 1Y | +59.0% | +18.5% | +40.5% | +31.4% |
| All | +59.0% | +18.8% | +40.2% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling