+92.4%
ROIV vs BRO
-3.8%
+96.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +6.8% |
| 7D | +3.0% | +12.2% | -9.1% | +5.4% |
| 30D | +6.8% | +21.3% | -14.4% | +11.7% |
| 3M | +10.5% | +4.1% | +6.5% | +11.6% |
| 6M | +34.8% | +28.9% | +5.9% | +37.0% |
| YTD | +76.2% | -6.6% | +82.8% | +78.0% |
| 1Y | +92.4% | -5.6% | +98.0% | +91.8% |
| All | +92.4% | -3.8% | +96.2% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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