+316.1%
RL vs CASY
+505.6%
-189.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -7.8% | -11.3% | +3.6% | -3.8% |
| 3M | -4.0% | -0.6% | -3.4% | -6.1% |
| 6M | -1.9% | +10.7% | -12.6% | -9.0% |
| YTD | -0.2% | +37.1% | -37.3% | -15.7% |
| 1Y | +10.7% | +52.3% | -41.6% | -11.2% |
| 3Y | +210.8% | +215.2% | -4.4% | +70.8% |
| 5Y | +238.2% | +276.5% | -38.3% | +67.5% |
| All | +316.1% | +505.6% | -189.5% | +60.5% |
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