-76.0%
RNXT vs SPY
+82.0%
-158.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +43.1% | +0.1% | +43.0% | +42.8% |
| 30D | +125.5% | +0.1% | +125.4% | +125.4% |
| 3M | +145.1% | +2.0% | +143.1% | +141.7% |
| 6M | +180.8% | +13.0% | +167.8% | +153.7% |
| YTD | +184.5% | +13.5% | +171.0% | +155.9% |
| 1Y | +100.8% | +20.0% | +80.9% | +73.3% |
| 3Y | +41.4% | +77.2% | -35.8% | -11.8% |
| All | -76.0% | +82.0% | -158.0% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling