+605.1%
RVMD vs BRO
+48.4%
+556.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -7.3% | +4.3% | +0.2% |
| 30D | -0.7% | -6.9% | +6.1% | +2.0% |
| 3M | +36.5% | +10.7% | +25.9% | +27.9% |
| 6M | +104.6% | -2.7% | +107.3% | +103.2% |
| YTD | +155.8% | -16.3% | +172.2% | +171.2% |
| 1Y | +340.7% | -29.1% | +369.8% | +407.0% |
| 3Y | +519.9% | -7.8% | +527.8% | +496.2% |
| 5Y | +584.9% | +18.7% | +566.2% | +456.2% |
| All | +605.1% | +48.4% | +556.7% | +418.1% |
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