+27.0%
BROS vs ROIV
+314.9%
-288.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -3.7% |
| 7D | -21.2% | +5.3% | -26.6% | -22.0% |
| 30D | -11.6% | +11.9% | -23.4% | -13.6% |
| 3M | -36.7% | +10.7% | -47.4% | -38.4% |
| 6M | -42.8% | +34.9% | -77.7% | -47.4% |
| YTD | -44.8% | +79.2% | -124.0% | -52.8% |
| 1Y | -36.5% | +89.0% | -125.6% | -46.4% |
| 3Y | +27.0% | +337.3% | -310.4% | -8.5% |
| All | +27.0% | +314.9% | -288.0% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling