+298.5%
ROIV vs ABCL
-81.2%
+379.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | +1.7% | -3.3% | +5.0% | +2.2% |
| 30D | +17.6% | -7.1% | +24.7% | +18.6% |
| 3M | +9.0% | +4.7% | +4.2% | +7.3% |
| 6M | +35.3% | +140.9% | -105.6% | +14.4% |
| YTD | +82.2% | +236.0% | -153.8% | +44.4% |
| 1Y | +92.3% | +217.4% | -125.1% | +53.4% |
| 3Y | +336.8% | +188.7% | +148.1% | +232.0% |
| 5Y | +370.6% | -23.5% | +394.1% | +296.5% |
| All | +298.5% | -81.2% | +379.7% | +233.1% |
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