+17.3%
RL vs CASY
+32.9%
-15.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.2% |
| 7D | +2.6% | +3.6% | -1.0% | +2.6% |
| 30D | +2.9% | +9.1% | -6.1% | +2.9% |
| 3M | 0.0% | -16.5% | +16.5% | -0.9% |
| 6M | +17.1% | -19.7% | +36.8% | +20.8% |
| YTD | +10.1% | +29.3% | -19.1% | -2.3% |
| 1Y | +17.3% | +33.1% | -15.8% | +3.2% |
| All | +17.3% | +32.9% | -15.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling