+32.8%
BROS vs ROIV
+357.5%
-324.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.6% | +6.8% |
| 7D | +6.3% | +1.7% | +4.6% | +5.9% |
| 30D | -8.3% | +17.6% | -25.9% | -11.4% |
| 3M | -29.8% | +9.0% | -38.7% | -31.4% |
| 6M | -25.8% | +35.3% | -61.1% | -31.9% |
| YTD | -41.4% | +82.2% | -123.5% | -50.2% |
| 1Y | -35.2% | +92.3% | -127.4% | -45.7% |
| 3Y | +32.8% | +336.8% | -304.0% | -8.2% |
| All | +32.8% | +357.5% | -324.8% | -8.2% |
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