+566.9%
RNP vs SPY
+1,090.8%
-523.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -1.7% | +0.1% | -1.7% | -1.7% |
| 3M | -1.8% | +2.0% | -3.8% | -4.2% |
| 6M | -4.0% | +13.0% | -17.0% | -15.8% |
| YTD | +6.8% | +13.5% | -6.8% | -7.0% |
| 1Y | -1.6% | +20.0% | -21.6% | -19.3% |
| 3Y | +34.8% | +77.2% | -42.4% | -28.1% |
| 5Y | +8.5% | +81.9% | -73.4% | -44.7% |
| 10Y | +111.0% | +314.1% | -203.1% | -59.1% |
| All | +566.9% | +1,090.8% | -523.9% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling