+340.7%
RVMD vs BRO
-27.7%
+368.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.0% | -7.3% | +4.3% | -3.4% |
| 30D | -0.7% | -6.9% | +6.1% | -1.1% |
| 3M | +36.5% | +10.7% | +25.9% | +34.6% |
| 6M | +104.6% | -2.7% | +107.3% | +105.0% |
| YTD | +155.8% | -16.3% | +172.2% | +151.1% |
| 1Y | +340.7% | -29.1% | +369.8% | +337.0% |
| All | +340.7% | -27.7% | +368.4% | +337.0% |
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