+234.0%
ROIV vs MULL
+968.6%
-734.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.1% | -2.9% | +5.7% |
| 7D | +5.3% | -42.7% | +48.0% | +8.0% |
| 30D | +11.9% | -63.8% | +75.6% | +17.2% |
| 3M | +10.7% | -49.0% | +59.7% | +13.2% |
| 6M | +34.9% | -38.2% | +73.1% | +30.7% |
| YTD | +79.2% | +167.0% | -87.9% | +54.4% |
| 1Y | +89.0% | +247.7% | -158.7% | +58.1% |
| All | +234.0% | +968.6% | -734.5% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling