+567.4%
ROAD vs SPY
+228.1%
+339.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.1% |
| 7D | +4.6% | +2.6% | +2.0% | +1.7% |
| 30D | -0.1% | -2.0% | +1.9% | +3.7% |
| 3M | -31.9% | -2.8% | -29.1% | -28.4% |
| 6M | -36.4% | +2.1% | -38.5% | -36.8% |
| YTD | -25.6% | +11.5% | -37.1% | -32.9% |
| 1Y | -23.9% | +13.5% | -37.4% | -32.7% |
| 3Y | +101.9% | +77.7% | +24.2% | +10.7% |
| 5Y | +98.3% | +72.6% | +25.6% | +12.3% |
| All | +567.4% | +228.1% | +339.3% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling