+130.7%
RNP vs SPY
+304.1%
-173.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | +4.8% | -3.7% | +8.5% | +7.7% |
| 3M | -3.5% | -2.7% | -0.7% | -1.5% |
| 6M | -5.7% | +2.2% | -7.9% | -7.7% |
| YTD | +3.9% | +10.8% | -6.9% | -4.7% |
| 1Y | -0.7% | +11.2% | -11.9% | -9.2% |
| 3Y | +43.7% | +76.5% | -32.8% | -11.1% |
| 5Y | +7.6% | +72.9% | -65.4% | -32.7% |
| 10Y | +130.7% | +304.8% | -174.1% | -23.0% |
| All | +130.7% | +304.1% | -173.4% | -23.0% |
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