-99.7%
RKTO vs SPY
+211.5%
-311.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -13.2% | +0.1% | -13.3% | -13.3% |
| 3M | -64.8% | +2.0% | -66.8% | -65.1% |
| 6M | -32.6% | +13.0% | -45.6% | -36.7% |
| YTD | -29.9% | +13.5% | -43.4% | -34.3% |
| 1Y | -48.2% | +20.0% | -68.2% | -52.6% |
| 3Y | -68.3% | +77.2% | -145.5% | -76.2% |
| 5Y | -97.9% | +81.9% | -179.7% | -98.4% |
| All | -99.7% | +211.5% | -311.2% | -99.8% |
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