-99.8%
RKTO vs SPY
+197.2%
-297.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.4% | -4.6% | -6.4% |
| 7D | -22.1% | -4.7% | -17.4% | -19.7% |
| 30D | -42.7% | -5.9% | -36.7% | -40.4% |
| 3M | -49.7% | -4.5% | -45.2% | -48.3% |
| 6M | -43.4% | +1.8% | -45.2% | -43.6% |
| YTD | -59.4% | +8.3% | -67.7% | -60.8% |
| 1Y | -69.3% | +9.3% | -78.7% | -70.5% |
| 3Y | -67.8% | +74.9% | -142.7% | -75.6% |
| 5Y | -98.5% | +67.3% | -165.8% | -98.9% |
| All | -99.8% | +197.2% | -297.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling