+14,048.4%
ROK vs CASY
+33,553.3%
-19,504.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -11.0% | +5.0% | -16.0% | -12.2% |
| 30D | -8.2% | +8.2% | -16.4% | -10.2% |
| 3M | -8.5% | -18.2% | +9.7% | -4.5% |
| 6M | -12.0% | -18.6% | +6.6% | -9.2% |
| YTD | +3.1% | +26.8% | -23.7% | -5.6% |
| 1Y | +2.9% | +31.6% | -28.7% | -6.9% |
| 3Y | +60.7% | +156.5% | -95.9% | +20.1% |
| 5Y | +29.5% | +258.6% | -229.1% | -12.2% |
| 10Y | +262.6% | +550.3% | -287.6% | +106.1% |
| All | +14,048.4% | +33,553.3% | -19,504.9% | +3,712.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling