-77.0%
RFL vs SPY
+223.5%
-300.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +4.7% | +3.3% | +1.4% | +1.1% |
| 30D | -25.5% | -2.7% | -22.8% | -23.3% |
| 3M | -43.9% | -1.7% | -42.2% | -42.8% |
| 6M | -16.5% | +3.1% | -19.6% | -19.5% |
| YTD | -5.9% | +11.9% | -17.8% | -17.3% |
| 1Y | -12.6% | +12.0% | -24.6% | -23.5% |
| 3Y | -36.0% | +78.2% | -114.2% | -68.7% |
| 5Y | -83.5% | +73.2% | -156.8% | -91.5% |
| All | -77.0% | +223.5% | -300.5% | -95.3% |
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 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