-47.0%
RFL vs SPY
+228.3%
-275.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +26.1% | +0.1% | +26.1% | +26.1% |
| 3M | +84.2% | +2.0% | +82.2% | +79.9% |
| 6M | +76.6% | +13.0% | +63.5% | +53.6% |
| YTD | +116.9% | +13.5% | +103.4% | +87.6% |
| 1Y | +76.6% | +20.0% | +56.6% | +42.9% |
| 3Y | +18.0% | +77.2% | -59.2% | -41.6% |
| 5Y | -93.6% | +81.9% | -175.5% | -97.0% |
| All | -47.0% | +228.3% | -275.3% | -89.2% |
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