+6,966.3%
ROM vs SPY
+664.0%
+6,302.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +0.6% | +0.1% | +0.6% | +0.7% |
| 3M | -9.7% | +2.0% | -11.7% | -11.1% |
| 6M | +67.3% | +13.0% | +54.3% | +34.1% |
| YTD | +55.2% | +13.5% | +41.6% | +24.3% |
| 1Y | +81.6% | +20.0% | +61.7% | +31.2% |
| 3Y | +223.4% | +77.2% | +146.2% | +16.5% |
| 5Y | +155.1% | +81.9% | +73.2% | +5.1% |
| 10Y | +2,464.2% | +314.1% | +2,150.1% | +179.4% |
| All | +6,966.3% | +664.0% | +6,302.3% | +279.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling