-99.2%
RENT vs SPY
+78.1%
-177.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.1% |
| 7D | -20.9% | -0.4% | -20.6% | -20.1% |
| 30D | -17.4% | -1.4% | -16.1% | -14.8% |
| 3M | -13.4% | +3.7% | -17.1% | -20.8% |
| 6M | -34.2% | +13.0% | -47.2% | -49.9% |
| YTD | -62.0% | +12.4% | -74.4% | -70.5% |
| 1Y | -51.5% | +18.5% | -70.1% | -66.5% |
| 3Y | -84.7% | +77.6% | -162.3% | -95.5% |
| All | -99.2% | +78.1% | -177.4% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling