-84.0%
RFL vs SPY
+74.6%
-158.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.7% |
| 7D | +1.9% | -0.9% | +2.8% | +2.6% |
| 30D | -28.3% | -2.4% | -25.9% | -26.8% |
| 3M | -43.2% | -1.2% | -42.1% | -42.6% |
| 6M | -18.7% | +3.3% | -22.0% | -21.0% |
| YTD | -7.6% | +12.3% | -19.9% | -16.6% |
| 1Y | -14.2% | +12.4% | -26.6% | -22.7% |
| 3Y | -37.2% | +78.8% | -116.0% | -64.1% |
| 5Y | -84.0% | +75.2% | -159.2% | -89.7% |
| All | -84.0% | +74.6% | -158.6% | -89.7% |
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