+311.0%
ROIV vs BRO
+17.6%
+293.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +19.0% | -8.6% | +27.6% | +20.4% |
| 30D | +16.1% | -6.9% | +23.1% | +17.1% |
| 3M | +44.1% | +10.5% | +33.6% | +39.4% |
| 6M | +37.8% | -2.8% | +40.6% | +37.1% |
| YTD | +88.7% | -16.1% | +104.8% | +94.0% |
| 1Y | +197.3% | -27.6% | +224.9% | +217.5% |
| 3Y | +224.9% | -7.3% | +232.2% | +220.3% |
| 5Y | +311.0% | +19.0% | +292.1% | +292.8% |
| All | +311.0% | +17.6% | +293.4% | +292.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling