-99.6%
RNTX vs SPY
+260.9%
-360.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.4% |
| 7D | -11.7% | -0.8% | -10.9% | -10.9% |
| 30D | -2.5% | -1.1% | -1.4% | -1.3% |
| 3M | -15.2% | +3.9% | -19.1% | -18.1% |
| 6M | -37.7% | +13.6% | -51.3% | -44.8% |
| YTD | -32.3% | +12.7% | -45.0% | -39.4% |
| 1Y | -27.3% | +17.5% | -44.8% | -37.4% |
| 3Y | -49.4% | +76.9% | -126.3% | -71.6% |
| 5Y | -96.9% | +83.6% | -180.5% | -98.3% |
| All | -99.6% | +260.9% | -360.5% | -99.9% |
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