+1.7%
RKT vs CASY
+250.1%
-248.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +17.7% | +1.1% | +16.6% | +17.3% |
| 30D | +31.6% | +8.7% | +23.0% | +29.0% |
| 3M | +13.9% | -17.3% | +31.2% | +18.7% |
| 6M | +2.8% | -19.7% | +22.5% | +7.0% |
| YTD | -22.2% | +24.8% | -47.0% | -31.1% |
| 1Y | -3.5% | +31.9% | -35.4% | -16.2% |
| 3Y | +95.3% | +155.4% | -60.1% | +27.1% |
| All | +1.7% | +250.1% | -248.5% | -46.2% |
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