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My name is Roi, a product manager on the team. In regards to reporting, the way it works is that you'll need to filter, group, color the Roadmap tab. Then, you can save it as a view (version 3.23 and forward) and/or share it as a report via a link or a confluence macro (export is coming soon).
You can basically get almost everything you had in the old Portfolio by slicing the data other than the theme report. If you are looking for themes, we recommend you either use labels or components.
Please let me know if the above makes sense.
I'd be happy to chat with you to learn more about your experience if you'd be interested.