-100.0%
RNAZ vs SPY
+71.5%
-171.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +0.6% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -17.2% | -3.3% | -13.9% | -13.8% |
| 3M | -61.1% | -2.4% | -58.7% | -59.7% |
| 6M | -79.0% | +2.6% | -81.5% | -79.5% |
| YTD | -77.5% | +11.2% | -88.7% | -80.3% |
| 1Y | -83.7% | +13.4% | -97.1% | -86.0% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +71.5% | -171.5% | -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 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