-34.8%
BROS vs RVMD
+430.6%
-465.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -6.7% | +1.0% | -7.7% | -6.7% |
| 30D | -29.1% | +6.4% | -35.5% | -29.1% |
| 3M | -16.7% | +34.9% | -51.6% | -17.0% |
| 6M | -11.6% | +107.6% | -119.2% | -11.5% |
| YTD | -23.9% | +163.7% | -187.6% | -25.1% |
| 1Y | -34.8% | +439.2% | -474.0% | -42.2% |
| All | -34.8% | +430.6% | -465.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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