+108.6%
ROMA vs SPY
+60.9%
+47.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.8% |
| 7D | -5.9% | -2.7% | -3.2% | -3.7% |
| 30D | -30.8% | -5.4% | -25.4% | -27.4% |
| 3M | -31.9% | -4.1% | -27.8% | -29.3% |
| 6M | -9.0% | +0.7% | -9.7% | -9.4% |
| YTD | +258.0% | +8.7% | +249.3% | +239.2% |
| 1Y | +113.0% | +10.9% | +102.2% | +98.8% |
| All | +108.6% | +60.9% | +47.7% | -50.1% |
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