+239.6%
ROIV vs MULL
+1,230.7%
-991.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.9% |
| 7D | +1.7% | +24.5% | -22.9% | +0.3% |
| 30D | +17.6% | -35.5% | +53.1% | +19.3% |
| 3M | +9.0% | -44.8% | +53.8% | +10.8% |
| 6M | +35.3% | -45.5% | +80.7% | +32.5% |
| YTD | +82.2% | +232.5% | -150.4% | +54.9% |
| 1Y | +92.3% | +343.3% | -251.0% | +58.5% |
| All | +239.6% | +1,230.7% | -991.1% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling