-23.9%
ROAD vs SPY
+13.0%
-36.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +0.1% |
| 7D | -15.3% | -0.9% | -14.4% | -12.1% |
| 30D | -2.5% | -2.4% | -0.1% | +3.9% |
| 3M | -30.4% | -1.2% | -29.3% | -27.3% |
| 6M | -38.0% | +3.3% | -41.3% | -39.8% |
| YTD | -22.6% | +12.3% | -34.9% | -35.8% |
| 1Y | -23.9% | +12.4% | -36.4% | -37.0% |
| All | -23.9% | +13.0% | -36.9% | -37.0% |
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