+30.4%
RSKD vs SPY
+18.1%
+12.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.3% |
| 7D | -6.5% | -0.8% | -5.7% | -5.8% |
| 30D | -3.6% | -1.1% | -2.6% | -2.7% |
| 3M | +23.5% | +3.9% | +19.7% | +20.1% |
| 6M | +39.7% | +13.6% | +26.1% | +24.7% |
| YTD | +22.5% | +12.7% | +9.9% | +10.3% |
| 1Y | +30.4% | +17.5% | +12.9% | +12.6% |
| All | +30.4% | +18.1% | +12.3% | +12.6% |
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