+211.8%
ROAD vs SPY
+82.0%
+129.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 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% | -9.5% |
| 6M | -23.0% | +13.0% | -36.0% | -33.5% |
| YTD | -3.6% | +13.5% | -17.1% | -17.3% |
| 1Y | -13.8% | +20.0% | -33.8% | -30.9% |
| 3Y | +198.3% | +77.2% | +121.1% | +55.8% |
| All | +211.8% | +82.0% | +129.8% | +59.1% |
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