-99.8%
RKTO vs SPY
+205.2%
-305.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.9% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -39.1% | -3.3% | -35.8% | -37.8% |
| 3M | -48.0% | -2.4% | -45.6% | -47.3% |
| 6M | -41.0% | +2.6% | -43.6% | -41.6% |
| YTD | -60.1% | +11.2% | -71.3% | -62.1% |
| 1Y | -67.9% | +13.4% | -81.3% | -69.8% |
| 3Y | -65.7% | +79.9% | -145.6% | -74.4% |
| 5Y | -98.5% | +72.2% | -170.7% | -98.9% |
| All | -99.8% | +205.2% | -305.0% | -99.9% |
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