+192.9%
RNR vs SPY
+322.5%
-129.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.0% |
| 7D | -1.6% | -0.8% | -0.9% | -1.2% |
| 30D | +2.4% | -1.1% | +3.4% | +3.0% |
| 3M | +9.2% | +3.9% | +5.3% | +6.4% |
| 6M | +12.0% | +13.6% | -1.6% | +3.0% |
| YTD | +15.9% | +12.7% | +3.2% | +6.8% |
| 1Y | +33.5% | +17.5% | +16.0% | +19.4% |
| 3Y | +65.5% | +76.9% | -11.4% | +11.5% |
| 5Y | +129.0% | +83.6% | +45.5% | +48.2% |
| All | +192.9% | +322.5% | -129.6% | +8.0% |
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