+4,914.6%
RIO vs CASY
+45,972.8%
-41,058.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +1.1% | +1.2% | +2.0% |
| 30D | -10.1% | +8.7% | -18.8% | -12.0% |
| 3M | -14.1% | -17.3% | +3.2% | -10.9% |
| 6M | -18.9% | -19.7% | +0.8% | -16.1% |
| YTD | +9.9% | +24.8% | -14.9% | +2.2% |
| 1Y | +27.0% | +31.9% | -4.9% | +16.3% |
| 3Y | +50.1% | +155.4% | -105.3% | +14.8% |
| 5Y | +95.3% | +250.6% | -155.3% | +36.3% |
| 10Y | +425.9% | +556.8% | -131.0% | +207.6% |
| All | +4,914.6% | +45,972.8% | -41,058.2% | +1,541.6% |
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