-20.3%
BROS vs ROIV
+97.8%
-118.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.1% | -0.4% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +15.1% | +6.8% | +8.2% | +13.2% |
| 3M | -31.4% | +10.5% | -41.9% | -33.6% |
| 6M | -22.6% | +34.8% | -57.4% | -30.8% |
| YTD | -28.1% | +76.2% | -104.3% | -42.4% |
| 1Y | -20.3% | +92.4% | -112.7% | -40.1% |
| All | -20.3% | +97.8% | -118.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling