-11.4%
ROAD vs SPY
+14.6%
-26.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +0.2% |
| 7D | +17.6% | -0.7% | +18.4% | +19.0% |
| 30D | +9.7% | -1.0% | +10.7% | +11.8% |
| 3M | -7.0% | -0.3% | -6.7% | -6.1% |
| 6M | -20.7% | +7.3% | -28.1% | -29.7% |
| YTD | -8.6% | +13.3% | -21.9% | -26.9% |
| 1Y | -11.4% | +14.8% | -26.2% | -30.7% |
| All | -11.4% | +14.6% | -26.0% | -30.7% |
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