+61.2%
BROS vs RVMD
+536.1%
-474.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.2% |
| 7D | -6.1% | -3.6% | -2.5% | -5.7% |
| 30D | -12.4% | -1.1% | -11.3% | -12.3% |
| 3M | -27.9% | +41.0% | -69.0% | -30.8% |
| 6M | -16.8% | +105.7% | -122.5% | -24.3% |
| YTD | -29.0% | +155.3% | -184.3% | -38.4% |
| 1Y | -33.2% | +402.7% | -435.9% | -49.0% |
| All | +61.2% | +536.1% | -474.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling