-98.6%
RKTO vs SPY
+67.4%
-165.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.5% |
| 7D | -17.7% | -2.7% | -15.0% | -15.5% |
| 30D | -40.1% | -5.4% | -34.8% | -36.9% |
| 3M | -49.4% | -4.1% | -45.3% | -47.5% |
| 6M | -45.8% | +0.7% | -46.5% | -45.7% |
| YTD | -59.5% | +8.7% | -68.2% | -61.8% |
| 1Y | -68.7% | +10.9% | -79.5% | -70.8% |
| 3Y | -67.1% | +75.0% | -142.1% | -79.1% |
| All | -98.6% | +67.4% | -165.9% | -99.0% |
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