+263.4%
ROK vs CASY
+555.0%
-291.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +7.1% | +3.6% | +3.5% | +6.1% |
| 30D | -5.0% | +9.1% | -14.0% | -7.4% |
| 3M | -9.4% | -16.5% | +7.1% | -5.3% |
| 6M | -11.0% | -19.7% | +8.7% | -6.9% |
| YTD | +4.4% | +29.3% | -24.8% | -7.5% |
| 1Y | +7.4% | +33.1% | -25.7% | -6.1% |
| 3Y | +61.0% | +158.5% | -97.6% | +7.9% |
| 5Y | +30.4% | +266.7% | -236.3% | -24.7% |
| All | +263.4% | +555.0% | -291.6% | +69.6% |
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