+241.0%
RVMD vs BRO
-3.6%
+244.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.6% | +3.3% |
| 7D | +5.8% | +12.4% | -6.6% | +7.2% |
| 30D | -3.8% | +21.6% | -25.4% | -1.8% |
| 3M | +3.2% | +4.3% | -1.1% | +4.3% |
| 6M | +35.0% | +29.2% | +5.8% | +34.8% |
| YTD | +150.7% | -6.4% | +157.1% | +144.1% |
| 1Y | +241.0% | -5.3% | +246.3% | +234.4% |
| All | +241.0% | -3.6% | +244.5% | +234.4% |
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 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