+12.5%
RFL vs SPY
+78.7%
-66.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.7% |
| 7D | -0.4% | +0.5% | -1.0% | -0.8% |
| 30D | +18.5% | -0.9% | +19.5% | +19.3% |
| 3M | +49.1% | +3.9% | +45.2% | +45.7% |
| 6M | +63.1% | +14.5% | +48.6% | +49.6% |
| YTD | +105.9% | +12.9% | +93.0% | +90.3% |
| 1Y | +81.3% | +19.4% | +62.0% | +61.9% |
| 3Y | +12.5% | +78.5% | -65.9% | -25.3% |
| All | +12.5% | +78.7% | -66.2% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling