+209.2%
RL vs USFR
+28.5%
+180.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | +4.3% | +0.4% | +3.9% | +3.7% |
| 3M | -4.6% | +1.1% | -5.7% | -5.9% |
| 6M | +1.7% | +2.1% | -0.3% | -1.0% |
| YTD | +7.3% | +3.4% | +3.9% | +2.6% |
| 1Y | +20.8% | +4.1% | +16.7% | +14.5% |
| 3Y | +247.0% | +14.4% | +232.6% | +190.6% |
| 5Y | +225.5% | +21.3% | +204.1% | +152.8% |
| 10Y | +363.0% | +28.5% | +334.6% | +237.1% |
| All | +209.2% | +28.5% | +180.7% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling