-2.1%
BROS vs RVMD
+485.0%
-487.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.8% | +7.0% |
| 7D | +6.3% | -10.4% | +16.7% | +8.9% |
| 30D | -8.3% | -11.0% | +2.6% | -5.8% |
| 3M | -29.8% | -14.7% | -15.1% | -27.5% |
| 6M | -25.8% | +14.9% | -40.7% | -28.4% |
| YTD | -41.4% | +116.3% | -157.7% | -53.4% |
| 1Y | -35.2% | +167.6% | -202.8% | -51.5% |
| 3Y | +32.8% | +776.8% | -744.0% | -32.0% |
| 5Y | -42.2% | +424.8% | -466.9% | -72.8% |
| All | -2.1% | +485.0% | -487.2% | -54.1% |
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