-100.0%
RNAZ vs SPY
+77.4%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -51.5% | +0.1% | -51.6% | -51.5% |
| 3M | -64.7% | +2.0% | -66.7% | -65.8% |
| 6M | -79.1% | +13.0% | -92.1% | -82.9% |
| YTD | -69.8% | +13.5% | -83.4% | -75.7% |
| 1Y | -80.4% | +20.0% | -100.3% | -85.5% |
| All | -100.0% | +77.4% | -177.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling