+128.3%
RNP vs SPY
+307.0%
-178.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +0.2% | +2.6% | -2.4% | -1.8% |
| 30D | +5.0% | -2.0% | +7.0% | +6.5% |
| 3M | -5.5% | -2.8% | -2.8% | -3.6% |
| 6M | -5.2% | +2.1% | -7.3% | -7.2% |
| YTD | +2.8% | +11.5% | -8.7% | -6.2% |
| 1Y | -1.0% | +13.5% | -14.5% | -11.0% |
| 3Y | +42.3% | +77.7% | -35.4% | -12.4% |
| 5Y | +6.1% | +72.6% | -66.5% | -33.5% |
| All | +128.3% | +307.0% | -178.7% | -23.7% |
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