+90.0%
ROAM vs SPY
+321.1%
-231.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -0.4% |
| 7D | -4.7% | -4.7% | +0.1% | -1.2% |
| 30D | -9.3% | -5.9% | -3.4% | -5.2% |
| 3M | -6.9% | -4.5% | -2.4% | -3.7% |
| 6M | -4.8% | +1.8% | -6.6% | -5.7% |
| YTD | +13.6% | +8.3% | +5.3% | +7.6% |
| 1Y | +15.6% | +9.3% | +6.2% | +8.6% |
| 3Y | +74.1% | +74.9% | -0.7% | +14.9% |
| 5Y | +65.3% | +67.3% | -2.0% | +11.5% |
| 10Y | +119.2% | +311.6% | -192.4% | -26.3% |
| All | +90.0% | +321.1% | -231.1% | -38.4% |
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