-97.9%
RNAC vs SPY
+311.3%
-409.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -2.7% |
| 7D | -3.8% | +0.5% | -4.3% | -4.5% |
| 30D | +1.1% | -0.9% | +2.1% | +2.4% |
| 3M | +52.7% | +3.9% | +48.8% | +44.2% |
| 6M | +30.7% | +14.5% | +16.1% | +9.7% |
| YTD | +24.1% | +12.9% | +11.2% | +6.4% |
| 1Y | -12.2% | +19.4% | -31.5% | -30.0% |
| 3Y | -73.8% | +78.5% | -152.3% | -86.9% |
| 5Y | -93.2% | +81.8% | -174.9% | -96.6% |
| 10Y | -97.9% | +311.5% | -409.4% | -99.5% |
| All | -97.9% | +311.3% | -409.2% | -99.5% |
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 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