+137.1%
RODM vs SPY
+322.5%
-185.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -1.3% | -0.8% | -0.6% | -0.8% |
| 30D | -0.3% | -1.1% | +0.8% | +0.4% |
| 3M | +3.0% | +3.9% | -0.9% | +0.2% |
| 6M | +8.2% | +13.6% | -5.4% | -1.0% |
| YTD | +15.5% | +12.7% | +2.8% | +6.2% |
| 1Y | +20.5% | +17.5% | +3.0% | +7.5% |
| 3Y | +78.7% | +76.9% | +1.8% | +17.8% |
| 5Y | +62.7% | +83.6% | -20.9% | +3.2% |
| All | +137.1% | +322.5% | -185.4% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling