-85.7%
RNXT vs SPY
+80.4%
-166.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -10.0% | -10.0% |
| 7D | -8.0% | +2.6% | -10.6% | -10.1% |
| 30D | -7.1% | -2.0% | -5.2% | -4.8% |
| 3M | -17.5% | -2.8% | -14.7% | -14.6% |
| 6M | +22.5% | +2.1% | +20.4% | +21.8% |
| YTD | +23.8% | +11.5% | +12.3% | +13.8% |
| 1Y | +6.8% | +13.5% | -6.7% | -3.4% |
| 3Y | -1.0% | +77.7% | -78.7% | -39.3% |
| 5Y | -87.2% | +72.6% | -159.8% | -91.5% |
| All | -85.7% | +80.4% | -166.0% | -91.6% |
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