+243.6%
ROIV vs MULL
+1,303.2%
-1,059.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -4.3% |
| 7D | +9.2% | +43.3% | -34.1% | +6.9% |
| 30D | +19.9% | -37.4% | +57.4% | +21.8% |
| 3M | +10.6% | -36.8% | +47.4% | +11.6% |
| 6M | +36.1% | -36.9% | +72.9% | +32.1% |
| YTD | +84.3% | +250.7% | -166.4% | +56.2% |
| 1Y | +87.6% | +337.6% | -250.0% | +55.1% |
| All | +243.6% | +1,303.2% | -1,059.6% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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