+304.8%
RL vs USFR
+28.0%
+276.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -0.3% | +0.1% | -0.3% | -0.4% |
| 30D | -17.5% | +0.3% | -17.8% | -18.0% |
| 3M | -14.0% | +1.0% | -15.0% | -15.7% |
| 6M | -2.0% | +1.9% | -3.9% | -5.8% |
| YTD | -4.6% | +2.7% | -7.3% | -9.8% |
| 1Y | +9.5% | +4.0% | +5.5% | +0.7% |
| 3Y | +200.5% | +14.0% | +186.4% | +128.8% |
| 5Y | +226.3% | +20.4% | +205.8% | +122.5% |
| 10Y | +304.8% | +28.0% | +276.8% | +151.6% |
| All | +304.8% | +28.0% | +276.8% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling