+122.8%
ROMA vs SPY
+65.7%
+57.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | +3.0% | +3.3% | -0.3% | +0.2% |
| 30D | -23.6% | -2.7% | -21.0% | -21.8% |
| 3M | -25.8% | -1.7% | -24.1% | -24.6% |
| 6M | -18.5% | +3.1% | -21.6% | -20.6% |
| YTD | +282.2% | +11.9% | +270.4% | +253.2% |
| 1Y | +130.7% | +12.0% | +118.7% | +113.0% |
| All | +122.8% | +65.7% | +57.1% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling