-84.0%
RNXT vs SPY
+81.0%
-165.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.6% |
| 7D | -2.5% | +3.3% | -5.8% | -5.4% |
| 30D | +0.9% | -2.7% | +3.6% | +4.0% |
| 3M | +3.6% | -1.7% | +5.3% | +6.1% |
| 6M | +32.9% | +3.1% | +29.8% | +30.9% |
| YTD | +38.1% | +11.9% | +26.2% | +26.4% |
| 1Y | +16.0% | +12.0% | +4.0% | +6.2% |
| 3Y | +7.4% | +78.2% | -70.8% | -34.4% |
| 5Y | -85.8% | +73.2% | -159.0% | -90.6% |
| All | -84.0% | +81.0% | -165.0% | -90.7% |
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