+540.7%
ROAD vs SPY
+218.8%
+322.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.4% | -17.5% | -16.5% |
| 7D | -15.5% | -4.7% | -10.7% | -9.3% |
| 30D | -17.4% | -5.9% | -11.5% | -10.1% |
| 3M | -26.2% | -4.5% | -21.7% | -20.8% |
| 6M | -41.1% | +1.8% | -42.9% | -41.3% |
| YTD | -28.6% | +8.3% | -36.9% | -33.5% |
| 1Y | -32.5% | +9.3% | -41.8% | -37.7% |
| 3Y | +95.0% | +74.9% | +20.1% | +8.9% |
| 5Y | +87.1% | +67.3% | +19.9% | +9.8% |
| All | +540.7% | +218.8% | +322.0% | +104.8% |
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