+25.1%
BROS vs RVMD
+604.0%
-578.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | -13.5% | +1.1% | -14.5% | -13.8% |
| 3M | -18.4% | +39.6% | -58.1% | -24.4% |
| 6M | -10.6% | +110.7% | -121.3% | -26.5% |
| YTD | -25.1% | +160.3% | -185.3% | -42.8% |
| 1Y | -28.6% | +404.9% | -433.6% | -54.9% |
| 3Y | +65.6% | +545.5% | -479.9% | -9.6% |
| All | +25.1% | +604.0% | -578.9% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling