+203.3%
ROMA vs SPY
+68.1%
+135.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -1.0% | +0.1% | -1.0% | -0.9% |
| 3M | +28.1% | +2.0% | +26.1% | +26.0% |
| 6M | +289.2% | +13.0% | +276.1% | +250.9% |
| YTD | +420.4% | +13.5% | +406.9% | +374.8% |
| 1Y | +243.6% | +20.0% | +223.6% | +200.4% |
| All | +203.3% | +68.1% | +135.1% | -30.1% |
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