+42.5%
RSKD vs SPY
+20.8%
+21.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +24.2% | +0.1% | +24.2% | +24.3% |
| 3M | +35.3% | +2.0% | +33.4% | +33.8% |
| 6M | +47.3% | +13.0% | +34.3% | +32.0% |
| YTD | +31.0% | +13.5% | +17.4% | +17.1% |
| 1Y | +42.5% | +20.0% | +22.5% | +21.3% |
| All | +42.5% | +20.8% | +21.6% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling