+6,059.1%
ROM vs SPY
+662.5%
+5,396.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -3.8% |
| 7D | -15.2% | -0.7% | -14.5% | -13.6% |
| 30D | -23.9% | -1.0% | -22.8% | -21.5% |
| 3M | -13.3% | -0.3% | -12.9% | -11.6% |
| 6M | +10.6% | +7.3% | +3.3% | -1.0% |
| YTD | +35.2% | +13.3% | +21.9% | +9.9% |
| 1Y | +27.9% | +14.8% | +13.1% | +1.9% |
| 3Y | +200.7% | +82.9% | +117.8% | +1.9% |
| 5Y | +106.3% | +75.6% | +30.7% | -8.3% |
| 10Y | +2,217.2% | +330.5% | +1,886.7% | +136.4% |
| All | +6,059.1% | +662.5% | +5,396.6% | +235.4% |
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