+116.2%
ROMA vs SPY
+60.4%
+55.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +0.4% |
| 7D | -5.3% | -4.7% | -0.6% | -1.3% |
| 30D | -28.3% | -5.9% | -22.3% | -24.4% |
| 3M | -29.4% | -4.5% | -24.8% | -26.4% |
| 6M | -5.9% | +1.8% | -7.6% | -7.1% |
| YTD | +271.0% | +8.3% | +262.7% | +252.5% |
| 1Y | +120.8% | +9.3% | +111.4% | +108.2% |
| All | +116.2% | +60.4% | +55.8% | -48.1% |
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 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