+580.6%
RDN vs SPY
+3,067.3%
-2,486.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.9% |
| 7D | -2.8% | -0.8% | -2.1% | -1.8% |
| 30D | -1.6% | -1.1% | -0.5% | -0.1% |
| 3M | +5.1% | +3.9% | +1.2% | -1.2% |
| 6M | +10.8% | +13.6% | -2.8% | -9.6% |
| YTD | +1.2% | +12.7% | -11.5% | -16.8% |
| 1Y | +3.3% | +17.5% | -14.2% | -20.6% |
| 3Y | +47.7% | +76.9% | -29.2% | -40.5% |
| 5Y | +89.1% | +83.6% | +5.5% | -31.9% |
| 10Y | +222.2% | +320.7% | -98.5% | -67.8% |
| All | +580.6% | +3,067.3% | -2,486.7% | -84.8% |
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