+252.2%
ROIV vs ABCL
-81.3%
+333.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +1.0% | +93.1% | -92.1% | -10.0% |
| 3M | +18.3% | +79.4% | -61.1% | +5.9% |
| 6M | +18.3% | +214.9% | -196.5% | -3.9% |
| YTD | +61.0% | +234.2% | -173.2% | +28.4% |
| 1Y | +177.9% | +174.8% | +3.1% | +125.3% |
| 3Y | +199.1% | +104.5% | +94.6% | +140.4% |
| 5Y | +250.7% | -39.0% | +289.7% | +196.7% |
| All | +252.2% | -81.3% | +333.4% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling