-98.3%
RNAC vs SPY
+324.6%
-422.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.1% | -9.9% |
| 7D | +10.7% | +0.1% | +10.6% | +10.1% |
| 30D | -0.5% | -3.3% | +2.8% | +3.8% |
| 3M | -20.7% | -2.4% | -18.3% | -18.4% |
| 6M | -18.8% | +2.6% | -21.4% | -21.9% |
| YTD | -2.6% | +11.2% | -13.9% | -15.0% |
| 1Y | -10.8% | +13.4% | -24.2% | -24.3% |
| 3Y | -76.6% | +79.9% | -156.5% | -88.3% |
| 5Y | -93.9% | +72.2% | -166.1% | -96.7% |
| 10Y | -98.8% | +307.3% | -406.1% | -99.7% |
| All | -98.3% | +324.6% | -422.9% | -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 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