+254.6%
ROIV vs BRO
-7.6%
+262.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +16.9% | -7.3% | +24.2% | +17.0% |
| 30D | +12.9% | -6.9% | +19.7% | +12.9% |
| 3M | +37.3% | +10.7% | +26.6% | +33.9% |
| 6M | +38.0% | -2.7% | +40.7% | +37.4% |
| YTD | +88.1% | -16.3% | +104.4% | +91.9% |
| 1Y | +183.3% | -29.1% | +212.4% | +199.3% |
| 3Y | +254.6% | -7.8% | +262.5% | +223.8% |
| All | +254.6% | -7.6% | +262.3% | +223.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling