+292.0%
ROIV vs ABCL
-80.5%
+372.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.7% | -0.6% | +5.1% |
| 7D | +5.3% | -3.2% | +8.5% | +5.7% |
| 30D | +11.9% | -7.4% | +19.3% | +12.8% |
| 3M | +10.7% | +81.9% | -71.2% | -0.8% |
| 6M | +34.9% | +135.7% | -100.8% | +14.3% |
| YTD | +79.2% | +247.4% | -168.2% | +41.3% |
| 1Y | +89.0% | +162.3% | -73.2% | +54.7% |
| 3Y | +337.3% | +165.5% | +171.9% | +236.9% |
| 5Y | +402.3% | -21.3% | +423.6% | +321.0% |
| All | +292.0% | -80.5% | +372.5% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling