+6,874.5%
ROM vs SPY
+666.9%
+6,207.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.4% |
| 30D | -1.8% | +0.2% | -2.0% | -2.1% |
| 3M | -13.8% | +2.8% | -16.6% | -16.6% |
| 6M | +70.7% | +14.3% | +56.5% | +33.8% |
| YTD | +53.1% | +14.0% | +39.2% | +21.7% |
| 1Y | +81.0% | +21.4% | +59.5% | +27.4% |
| 3Y | +219.2% | +77.9% | +141.3% | +14.1% |
| 5Y | +151.8% | +82.6% | +69.2% | +2.9% |
| 10Y | +2,430.9% | +315.7% | +2,115.2% | +173.5% |
| All | +6,874.5% | +666.9% | +6,207.6% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling