+227.2%
RL vs USFR
+28.5%
+198.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | +7.3% | +0.4% | +7.0% | +6.8% |
| 3M | +1.0% | +1.1% | 0.0% | -0.3% |
| 6M | +11.8% | +2.0% | +9.8% | +8.9% |
| YTD | +13.6% | +3.4% | +10.2% | +8.6% |
| 1Y | +24.0% | +4.1% | +20.0% | +17.6% |
| 3Y | +256.6% | +14.3% | +242.2% | +198.9% |
| 5Y | +240.2% | +21.3% | +218.9% | +164.4% |
| 10Y | +373.0% | +28.5% | +344.5% | +244.3% |
| All | +227.2% | +28.5% | +198.7% | +135.9% |
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