-0.2%
RNRG vs SPY
+333.8%
-334.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -1.6% | -0.8% | -0.9% | -1.1% |
| 30D | -3.0% | -1.1% | -2.0% | -2.4% |
| 3M | -9.6% | +3.9% | -13.5% | -12.0% |
| 6M | -6.1% | +13.6% | -19.7% | -13.9% |
| YTD | +2.3% | +12.7% | -10.4% | -5.7% |
| 1Y | +10.9% | +17.5% | -6.6% | -0.6% |
| 3Y | +9.6% | +76.9% | -67.3% | -26.8% |
| 5Y | -26.8% | +83.6% | -110.4% | -52.7% |
| 10Y | +24.7% | +320.7% | -296.0% | -55.5% |
| All | -0.2% | +333.8% | -334.0% | -64.8% |
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