+2,437.3%
ROM vs SPY
+313.4%
+2,123.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | +0.6% | +0.1% | +0.6% | +0.7% |
| 3M | -9.7% | +2.0% | -11.7% | -11.6% |
| 6M | +67.3% | +13.0% | +54.3% | +28.7% |
| YTD | +55.2% | +13.5% | +41.6% | +19.2% |
| 1Y | +81.6% | +20.0% | +61.7% | +23.5% |
| 3Y | +223.4% | +77.2% | +146.2% | -4.2% |
| 5Y | +155.1% | +81.9% | +73.2% | -14.5% |
| All | +2,437.3% | +313.4% | +2,123.9% | +72.8% |
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 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