-16.0%
RKT vs CASY
+323.1%
-339.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +10.3% | +3.6% | +6.7% | +9.5% |
| 30D | +32.3% | +7.2% | +25.1% | +30.3% |
| 3M | +10.7% | -16.9% | +27.6% | +14.8% |
| 6M | -3.2% | -19.3% | +16.1% | +0.1% |
| YTD | -21.5% | +25.6% | -47.2% | -29.2% |
| 1Y | -6.0% | +30.2% | -36.2% | -16.2% |
| 3Y | +104.2% | +154.9% | -50.6% | +45.1% |
| 5Y | +2.5% | +252.1% | -249.6% | -35.9% |
| All | -16.0% | +323.1% | -339.0% | -54.0% |
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