-83.7%
RENT vs SPY
+78.7%
-162.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.5% | -15.4% | -14.8% |
| 7D | -13.5% | +0.5% | -14.1% | -14.2% |
| 30D | -13.0% | -0.9% | -12.1% | -11.2% |
| 3M | -5.3% | +3.9% | -9.2% | -13.3% |
| 6M | -32.1% | +14.5% | -46.6% | -49.1% |
| YTD | -59.5% | +12.9% | -72.5% | -68.5% |
| 1Y | -49.8% | +19.4% | -69.2% | -65.3% |
| 3Y | -83.7% | +78.5% | -162.1% | -95.5% |
| All | -83.7% | +78.7% | -162.4% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling