-83.7%
RNXT vs SPY
+80.0%
-163.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +2.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.2% |
| 30D | -7.8% | -3.3% | -4.5% | -4.3% |
| 3M | +5.4% | -2.4% | +7.8% | +8.6% |
| 6M | +36.6% | +2.6% | +34.0% | +35.1% |
| YTD | +40.5% | +11.2% | +29.2% | +29.3% |
| 1Y | +22.7% | +13.4% | +9.3% | +11.1% |
| 3Y | +15.0% | +79.9% | -64.9% | -30.3% |
| 5Y | -78.2% | +72.2% | -150.4% | -85.6% |
| All | -83.7% | +80.0% | -163.7% | -90.5% |
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