+22.6%
BROS vs RVMD
+605.2%
-582.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -6.6% | -0.7% | -5.8% | -6.4% |
| 30D | -12.3% | +0.3% | -12.7% | -12.5% |
| 3M | -22.2% | +38.9% | -61.1% | -27.8% |
| 6M | -14.3% | +108.1% | -122.4% | -29.3% |
| YTD | -26.6% | +160.7% | -187.3% | -43.9% |
| 1Y | -31.5% | +407.3% | -438.8% | -56.7% |
| 3Y | +62.3% | +546.6% | -484.3% | -11.4% |
| All | +22.6% | +605.2% | -582.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling