-93.6%
RFL vs SPY
+81.0%
-174.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 3M | +18.7% | +3.7% | +14.9% | +15.4% |
| 6M | +53.7% | +13.0% | +40.7% | +38.6% |
| YTD | +94.1% | +12.4% | +81.7% | +75.7% |
| 1Y | +59.0% | +18.5% | +40.5% | +37.3% |
| 3Y | +6.0% | +77.6% | -71.6% | -37.4% |
| 5Y | -93.6% | +81.7% | -175.2% | -96.0% |
| All | -93.6% | +81.0% | -174.6% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling