+155.0%
ROM vs SPY
+82.0%
+73.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.4% |
| 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% | -12.0% |
| 6M | +67.3% | +13.0% | +54.3% | +24.7% |
| YTD | +55.2% | +13.5% | +41.6% | +15.4% |
| 1Y | +81.6% | +20.0% | +61.7% | +17.9% |
| 3Y | +223.4% | +77.2% | +146.2% | -18.2% |
| All | +155.0% | +82.0% | +73.0% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling