+594.5%
ROAD vs SPY
+230.4%
+364.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.3% |
| 7D | -15.3% | -0.9% | -14.4% | -13.2% |
| 30D | -2.5% | -2.4% | -0.1% | +1.7% |
| 3M | -30.4% | -1.2% | -29.3% | -28.3% |
| 6M | -38.0% | +3.3% | -41.3% | -39.2% |
| YTD | -22.6% | +12.3% | -34.9% | -30.8% |
| 1Y | -23.9% | +12.4% | -36.4% | -32.0% |
| 3Y | +112.5% | +78.8% | +33.7% | +15.6% |
| 5Y | +105.3% | +75.2% | +30.1% | +14.3% |
| All | +594.5% | +230.4% | +364.0% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling