+98.9%
ROAD vs SPY
+74.0%
+24.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.1% |
| 7D | +4.5% | +3.3% | +1.2% | +0.3% |
| 30D | -6.2% | -2.7% | -3.5% | -1.2% |
| 3M | -33.3% | -1.7% | -31.6% | -30.6% |
| 6M | -36.1% | +3.1% | -39.2% | -37.4% |
| YTD | -25.4% | +11.9% | -37.3% | -33.7% |
| 1Y | -27.5% | +12.0% | -39.4% | -35.5% |
| 3Y | +104.9% | +78.2% | +26.7% | +8.6% |
| 5Y | +98.9% | +73.2% | +25.7% | +8.0% |
| All | +98.9% | +74.0% | +24.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling