+311.9%
ROIV vs ABCL
+139.9%
+172.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.4% | +5.2% | -2.8% |
| 7D | -2.4% | -14.9% | +12.5% | -0.2% |
| 30D | +3.1% | -15.4% | +18.4% | +5.3% |
| 3M | +5.8% | +88.0% | -82.2% | -5.4% |
| 6M | +29.3% | +138.8% | -109.5% | +9.6% |
| YTD | +68.8% | +225.4% | -156.7% | +34.6% |
| 1Y | +81.0% | +137.3% | -56.3% | +49.8% |
| All | +311.9% | +139.9% | +172.1% | +230.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling