+291.1%
ROIV vs CASY
+287.0%
+4.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +4.5% |
| 7D | +13.3% | +3.6% | +9.7% | +12.8% |
| 30D | +14.8% | +7.2% | +7.6% | +13.6% |
| 3M | +11.9% | -16.9% | +28.8% | +14.5% |
| 6M | +42.4% | -19.3% | +61.7% | +45.9% |
| YTD | +87.4% | +25.6% | +61.8% | +75.0% |
| 1Y | +97.2% | +30.2% | +67.1% | +82.8% |
| 3Y | +375.7% | +154.9% | +220.8% | +289.5% |
| 5Y | +379.0% | +252.1% | +126.9% | +274.8% |
| All | +291.1% | +287.0% | +4.1% | +206.5% |
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