-99.1%
RNAC vs SPY
+307.0%
-406.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 7D | -15.7% | +2.6% | -18.3% | -18.8% |
| 30D | +0.2% | -2.0% | +2.1% | +2.6% |
| 3M | -27.2% | -2.8% | -24.4% | -24.7% |
| 6M | -24.6% | +2.1% | -26.7% | -27.0% |
| YTD | -11.9% | +11.5% | -23.4% | -23.7% |
| 1Y | -12.2% | +13.5% | -25.6% | -25.8% |
| 3Y | -76.0% | +77.7% | -153.7% | -88.1% |
| 5Y | -94.2% | +72.6% | -166.8% | -96.9% |
| All | -99.1% | +307.0% | -406.1% | -99.8% |
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 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