-69.7%
RNXT vs SPY
+82.7%
-152.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.4% |
| 7D | +4.3% | +0.5% | +3.7% | +3.8% |
| 30D | +96.4% | -0.9% | +97.4% | +98.3% |
| 3M | +148.3% | +3.9% | +144.4% | +140.3% |
| 6M | +178.5% | +14.5% | +164.0% | +147.6% |
| YTD | +161.9% | +12.9% | +149.0% | +136.0% |
| 1Y | +93.0% | +19.4% | +73.6% | +66.5% |
| 3Y | +46.7% | +78.5% | -31.8% | -11.2% |
| 5Y | -77.3% | +81.8% | -159.0% | -86.3% |
| All | -69.7% | +82.7% | -152.4% | -82.6% |
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