-100.0%
RNAZ vs SPY
+87.6%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -12.0% | -11.9% |
| 7D | -14.0% | -0.6% | -13.4% | -13.3% |
| 30D | -27.4% | -3.7% | -23.7% | -23.8% |
| 3M | -65.2% | -2.7% | -62.5% | -63.7% |
| 6M | -81.6% | +2.2% | -83.7% | -82.0% |
| YTD | -80.2% | +10.8% | -91.1% | -82.9% |
| 1Y | -85.6% | +11.2% | -96.9% | -87.6% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +87.6% | -187.6% | -100.0% |
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