+298.8%
ROIV vs BRO
+60.2%
+238.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.5% | +23.3% | +19.4% |
| 7D | +20.2% | -5.4% | +25.5% | +21.0% |
| 30D | +14.1% | -4.3% | +18.5% | +14.6% |
| 3M | +45.6% | +17.8% | +27.8% | +39.5% |
| 6M | +44.1% | -6.8% | +50.9% | +45.0% |
| YTD | +91.2% | -13.8% | +105.0% | +95.4% |
| 1Y | +221.3% | -27.8% | +249.1% | +242.7% |
| 3Y | +229.2% | -4.7% | +233.9% | +224.9% |
| 5Y | +316.5% | +20.6% | +295.8% | +284.7% |
| All | +298.8% | +60.2% | +238.6% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling