-98.6%
RKTO vs SPY
+72.2%
-170.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | -17.7% | -0.6% | -17.2% | -17.2% |
| 30D | -41.4% | -3.7% | -37.8% | -39.3% |
| 3M | -51.9% | -2.7% | -49.2% | -50.7% |
| 6M | -43.3% | +2.2% | -45.5% | -43.9% |
| YTD | -61.6% | +10.8% | -72.4% | -64.5% |
| 1Y | -70.1% | +11.2% | -81.3% | -72.3% |
| 3Y | -65.8% | +76.5% | -142.2% | -78.4% |
| 5Y | -98.6% | +72.9% | -171.5% | -99.1% |
| All | -98.6% | +72.2% | -170.8% | -99.1% |
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