+343.5%
ROK vs CASY
+549.1%
-205.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.2% |
| 7D | +2.8% | -4.4% | +7.1% | +4.1% |
| 30D | -2.4% | -12.0% | +9.6% | +1.1% |
| 3M | -4.7% | -2.3% | -2.4% | -5.8% |
| 6M | +16.8% | +10.5% | +6.2% | +10.2% |
| YTD | +11.4% | +33.0% | -21.7% | -1.6% |
| 1Y | +26.2% | +41.1% | -15.0% | +8.7% |
| 3Y | +51.9% | +207.5% | -155.6% | -4.4% |
| 5Y | +46.4% | +290.7% | -244.4% | -17.1% |
| 10Y | +343.5% | +556.5% | -212.9% | +106.5% |
| All | +343.5% | +549.1% | -205.5% | +106.5% |
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