-24.1%
RKT vs CASY
+335.3%
-359.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -9.0% | +3.6% | -12.5% | -9.6% |
| 30D | +30.2% | +9.1% | +21.1% | +27.7% |
| 3M | -8.8% | -16.5% | +7.7% | -5.5% |
| 6M | -0.9% | -19.7% | +18.8% | +3.1% |
| YTD | -29.2% | +29.3% | -58.4% | -36.5% |
| 1Y | -20.1% | +33.1% | -53.2% | -29.0% |
| 3Y | +81.3% | +158.5% | -77.2% | +28.6% |
| 5Y | -6.6% | +266.7% | -273.3% | -42.0% |
| All | -24.1% | +335.3% | -359.4% | -58.7% |
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