+105.4%
ROM vs SPY
+74.7%
+30.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -4.9% |
| 7D | -15.2% | -0.7% | -14.5% | -13.2% |
| 30D | -23.9% | -1.0% | -22.8% | -20.9% |
| 3M | -13.3% | -0.3% | -12.9% | -11.3% |
| 6M | +10.6% | +7.3% | +3.3% | -4.9% |
| YTD | +35.2% | +13.3% | +21.9% | +2.2% |
| 1Y | +27.9% | +14.8% | +13.1% | -6.0% |
| 3Y | +200.7% | +82.9% | +117.8% | -30.1% |
| All | +105.4% | +74.7% | +30.7% | -33.5% |
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