+302.4%
ROIV vs CASY
+299.3%
+3.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | +9.5% | +5.8% | +3.6% | +8.6% |
| 30D | +21.0% | +10.7% | +10.3% | +19.3% |
| 3M | +18.7% | -13.9% | +32.6% | +20.9% |
| 6M | +44.5% | -18.4% | +63.0% | +48.0% |
| YTD | +92.9% | +29.6% | +63.2% | +79.3% |
| 1Y | +100.2% | +32.8% | +67.4% | +85.1% |
| 3Y | +375.0% | +162.3% | +212.8% | +287.4% |
| 5Y | +435.2% | +265.0% | +170.1% | +317.1% |
| All | +302.4% | +299.3% | +3.1% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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