+235.9%
ROIV vs CASY
+322.3%
-86.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +1.0% | -11.3% | +12.3% | +2.8% |
| 3M | +18.3% | -0.6% | +18.9% | +17.1% |
| 6M | +18.3% | +10.7% | +7.6% | +14.4% |
| YTD | +61.0% | +37.1% | +23.8% | +49.0% |
| 1Y | +177.9% | +52.3% | +125.6% | +151.4% |
| 3Y | +199.1% | +215.2% | -16.1% | +137.8% |
| 5Y | +250.7% | +276.5% | -25.8% | +174.2% |
| All | +235.9% | +322.3% | -86.5% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling