+411.6%
ROIV vs CASY
+250.1%
+161.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.4% | +6.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.1% |
| 30D | +11.9% | +8.7% | +3.2% | +10.3% |
| 3M | +10.7% | -17.3% | +28.0% | +13.9% |
| 6M | +34.9% | -19.7% | +54.6% | +39.0% |
| YTD | +79.2% | +24.8% | +54.3% | +64.6% |
| 1Y | +89.0% | +31.9% | +57.1% | +71.1% |
| 3Y | +337.3% | +155.4% | +182.0% | +233.7% |
| All | +411.6% | +250.1% | +161.4% | +248.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling