-92.8%
RKDA vs SPY
+78.7%
-171.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.4% |
| 7D | +32.9% | +3.3% | +29.6% | +30.0% |
| 30D | +6.7% | -2.7% | +9.4% | +9.3% |
| 3M | -68.3% | -1.7% | -66.5% | -67.8% |
| 6M | -79.1% | +3.1% | -82.1% | -79.6% |
| YTD | -88.8% | +11.9% | -100.7% | -89.8% |
| 1Y | -93.8% | +12.0% | -105.8% | -94.4% |
| All | -92.8% | +78.7% | -171.5% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling