+212.5%
ROAD vs SPY
+77.4%
+135.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -0.4% | +0.1% | -0.4% | -0.2% |
| 3M | -7.3% | +2.0% | -9.3% | -9.9% |
| 6M | -23.0% | +13.0% | -36.0% | -35.3% |
| YTD | -3.6% | +13.5% | -17.1% | -19.7% |
| 1Y | -13.8% | +20.0% | -33.8% | -33.8% |
| All | +212.5% | +77.4% | +135.1% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling