+94.4%
ROAD vs SPY
+75.1%
+19.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -1.0% |
| 7D | -14.1% | -2.7% | -11.4% | -8.7% |
| 30D | -13.0% | -5.4% | -7.6% | -3.5% |
| 3M | -22.9% | -4.1% | -18.9% | -16.0% |
| 6M | -42.8% | +0.7% | -43.5% | -42.1% |
| YTD | -28.9% | +8.7% | -37.6% | -35.5% |
| 1Y | -31.6% | +10.9% | -42.5% | -39.7% |
| 3Y | +94.4% | +75.0% | +19.4% | -12.6% |
| All | +94.4% | +75.1% | +19.3% | -12.6% |
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