+519.9%
RVMD vs BRO
-7.6%
+527.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.0% | -7.3% | +4.3% | -1.8% |
| 30D | -0.7% | -6.9% | +6.1% | +0.3% |
| 3M | +36.5% | +10.7% | +25.9% | +31.5% |
| 6M | +104.6% | -2.7% | +107.3% | +104.6% |
| YTD | +155.8% | -16.3% | +172.2% | +165.0% |
| 1Y | +340.7% | -29.1% | +369.8% | +384.2% |
| 3Y | +519.9% | -7.8% | +527.8% | +386.3% |
| All | +519.9% | -7.6% | +527.6% | +386.3% |
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