-100.0%
RKDA vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +35.4% | +2.6% | +32.8% | +33.1% |
| 30D | +8.5% | -2.0% | +10.4% | +10.5% |
| 3M | -61.8% | -2.8% | -59.0% | -60.8% |
| 6M | -79.4% | +2.1% | -81.6% | -79.8% |
| YTD | -89.0% | +11.5% | -100.5% | -89.9% |
| 1Y | -94.4% | +13.5% | -107.8% | -94.9% |
| 3Y | -92.9% | +77.7% | -170.6% | -95.6% |
| 5Y | -99.7% | +72.6% | -172.3% | -99.8% |
| All | -100.0% | +307.0% | -407.0% | -100.0% |
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