+115.7%
ROAD vs SPY
+79.0%
+36.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.4% | +8.2% | +6.6% |
| 7D | -11.7% | +0.1% | -11.8% | -10.2% |
| 30D | -1.7% | -3.3% | +1.6% | +5.4% |
| 3M | -28.8% | -2.4% | -26.3% | -24.5% |
| 6M | -39.3% | +2.6% | -41.8% | -40.3% |
| YTD | -21.4% | +11.2% | -32.7% | -31.3% |
| 1Y | -23.4% | +13.4% | -36.8% | -34.8% |
| All | +115.7% | +79.0% | +36.7% | -9.0% |
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