+51.9%
ROK vs CASY
+209.8%
-157.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.7% |
| 7D | +2.8% | -4.4% | +7.1% | +3.3% |
| 30D | -2.4% | -12.0% | +9.6% | -0.9% |
| 3M | -4.7% | -2.3% | -2.4% | -5.4% |
| 6M | +16.8% | +10.5% | +6.2% | +12.6% |
| YTD | +11.4% | +33.0% | -21.7% | +3.0% |
| 1Y | +26.2% | +41.1% | -15.0% | +14.6% |
| 3Y | +51.9% | +207.5% | -155.6% | +19.7% |
| All | +51.9% | +209.8% | -157.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling