+72.7%
ROM vs SPY
+67.0%
+5.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.5% | -3.3% |
| 7D | -26.8% | -4.7% | -22.1% | -14.8% |
| 30D | -36.7% | -5.9% | -30.7% | -23.1% |
| 3M | -26.3% | -4.5% | -21.7% | -13.7% |
| 6M | -11.0% | +1.8% | -12.8% | -10.1% |
| YTD | +13.7% | +8.3% | +5.4% | -1.2% |
| 1Y | +6.8% | +9.3% | -2.6% | -8.9% |
| 3Y | +152.9% | +74.9% | +78.0% | -32.4% |
| 5Y | +72.7% | +67.3% | +5.4% | -35.7% |
| All | +72.7% | +67.0% | +5.7% | -35.7% |
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 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