-88.5%
RKDA vs SPY
+78.7%
-167.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -6.7% | +0.5% | -7.3% | -7.2% |
| 30D | -32.5% | -0.9% | -31.5% | -32.0% |
| 3M | -49.2% | +3.9% | -53.1% | -50.7% |
| 6M | -76.1% | +14.5% | -90.7% | -78.4% |
| YTD | -76.3% | +12.9% | -89.2% | -78.3% |
| 1Y | -85.7% | +19.4% | -105.0% | -87.4% |
| 3Y | -88.5% | +78.5% | -166.9% | -90.6% |
| All | -88.5% | +78.7% | -167.2% | -90.6% |
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