+187.5%
RL vs USFR
+27.5%
+160.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -7.8% | +0.3% | -8.1% | -8.1% |
| 3M | -4.0% | +1.0% | -5.0% | -5.3% |
| 6M | -1.9% | +1.9% | -3.8% | -4.4% |
| YTD | -0.2% | +2.6% | -2.8% | -3.6% |
| 1Y | +10.7% | +4.0% | +6.7% | +5.0% |
| 3Y | +210.8% | +14.1% | +196.7% | +161.2% |
| 5Y | +238.2% | +20.4% | +217.8% | +165.4% |
| 10Y | +313.4% | +28.0% | +285.4% | +202.7% |
| All | +187.5% | +27.5% | +160.0% | +109.5% |
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