+292.5%
ROIV vs BRO
+55.6%
+236.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +16.9% | -7.3% | +24.2% | +18.0% |
| 30D | +12.9% | -6.9% | +19.7% | +13.7% |
| 3M | +37.3% | +10.7% | +26.6% | +33.0% |
| 6M | +38.0% | -2.7% | +40.7% | +37.3% |
| YTD | +88.1% | -16.3% | +104.4% | +93.1% |
| 1Y | +183.3% | -29.1% | +212.4% | +202.5% |
| 3Y | +254.6% | -7.8% | +262.5% | +251.8% |
| 5Y | +309.8% | +18.7% | +291.1% | +279.8% |
| All | +292.5% | +55.6% | +236.9% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling