-93.7%
RNAC vs SPY
+67.4%
-161.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.3% | +10.7% | +10.6% |
| 7D | +16.0% | -2.7% | +18.7% | +20.8% |
| 30D | +12.7% | -5.4% | +18.1% | +22.8% |
| 3M | -14.0% | -4.1% | -9.9% | -8.5% |
| 6M | -9.7% | +0.7% | -10.4% | -11.0% |
| YTD | +4.4% | +8.7% | -4.2% | -7.9% |
| 1Y | -0.3% | +10.9% | -11.1% | -15.1% |
| 3Y | -77.2% | +75.0% | -152.2% | -89.5% |
| All | -93.7% | +67.4% | -161.0% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling