-97.8%
RNAC vs SPY
+333.3%
-431.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.6% |
| 30D | +11.0% | +0.1% | +11.0% | +10.9% |
| 3M | +41.5% | +2.0% | +39.5% | +37.4% |
| 6M | +17.8% | +13.0% | +4.8% | +0.9% |
| YTD | +28.6% | +13.5% | +15.0% | +9.6% |
| 1Y | -7.3% | +20.0% | -27.3% | -26.5% |
| 3Y | -74.9% | +77.2% | -152.1% | -87.2% |
| 5Y | -93.1% | +81.9% | -175.0% | -96.5% |
| 10Y | -97.4% | +314.1% | -411.4% | -99.3% |
| All | -97.8% | +333.3% | -431.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling