+296.1%
ROIV vs CASY
+290.5%
+5.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +14.3% | +5.0% | +9.3% | +13.5% |
| 30D | +16.2% | +8.2% | +8.0% | +14.9% |
| 3M | +15.1% | -18.2% | +33.3% | +18.1% |
| 6M | +44.2% | -18.6% | +62.8% | +47.6% |
| YTD | +89.8% | +26.8% | +63.0% | +77.0% |
| 1Y | +94.6% | +31.6% | +63.0% | +80.0% |
| 3Y | +367.5% | +156.5% | +211.0% | +282.5% |
| 5Y | +421.4% | +258.6% | +162.8% | +307.9% |
| All | +296.1% | +290.5% | +5.5% | +210.0% |
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