+232.5%
ROUS vs SPY
+341.4%
-108.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +1.5% | +2.0% | -0.5% | -0.3% |
| 6M | +11.4% | +13.0% | -1.6% | +0.5% |
| YTD | +18.3% | +13.5% | +4.8% | +6.3% |
| 1Y | +22.5% | +20.0% | +2.6% | +5.2% |
| 3Y | +69.4% | +77.2% | -7.8% | +4.3% |
| 5Y | +75.5% | +81.9% | -6.4% | +4.9% |
| 10Y | +231.6% | +314.1% | -82.4% | +10.6% |
| All | +232.5% | +341.4% | -108.9% | +7.1% |
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