+273.8%
ROIV vs CASY
+284.5%
-10.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.4% | +6.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | +11.9% | +8.7% | +3.2% | +10.6% |
| 3M | +10.7% | -17.3% | +28.0% | +13.3% |
| 6M | +34.9% | -19.7% | +54.6% | +38.3% |
| YTD | +79.2% | +24.8% | +54.3% | +67.4% |
| 1Y | +89.0% | +31.9% | +57.1% | +74.6% |
| 3Y | +337.3% | +155.4% | +182.0% | +258.0% |
| 5Y | +402.3% | +250.6% | +151.8% | +293.5% |
| All | +273.8% | +284.5% | -10.6% | +193.2% |
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