-71.6%
RKTO vs SPY
+78.1%
-149.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.6% |
| 7D | -20.0% | +2.6% | -22.5% | -21.8% |
| 30D | -39.7% | -2.0% | -37.7% | -38.4% |
| 3M | -58.5% | -2.8% | -55.7% | -57.4% |
| 6M | -51.1% | +2.1% | -53.2% | -51.5% |
| YTD | -67.6% | +11.5% | -79.1% | -70.0% |
| 1Y | -72.8% | +13.5% | -86.3% | -75.1% |
| 3Y | -71.6% | +77.7% | -149.3% | -77.9% |
| All | -71.6% | +78.1% | -149.7% | -77.9% |
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 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