-87.4%
RKLZ vs SPY
+16.1%
-103.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +438.4% | -0.5% | +438.9% | +434.1% |
| 7D | +381.3% | -0.4% | +381.6% | +378.5% |
| 30D | +601.4% | -1.4% | +602.8% | +546.2% |
| 3M | +616.0% | +3.7% | +612.3% | +1,009.3% |
| 6M | -18.9% | +13.0% | -31.9% | +225.7% |
| YTD | -49.9% | +12.4% | -62.2% | +106.3% |
| All | -87.4% | +16.1% | -103.5% | -21.2% |
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