+13,770.5%
ROK vs CASY
+33,247.3%
-19,476.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -11.5% | +3.6% | -15.1% | -12.4% |
| 30D | -10.0% | +7.2% | -17.2% | -11.8% |
| 3M | -11.4% | -16.9% | +5.5% | -8.0% |
| 6M | -13.7% | -19.3% | +5.6% | -10.7% |
| YTD | +1.0% | +25.6% | -24.6% | -7.2% |
| 1Y | +5.6% | +30.2% | -24.5% | -4.1% |
| 3Y | +59.1% | +154.9% | -95.8% | +19.2% |
| 5Y | +26.1% | +252.1% | -226.0% | -14.1% |
| 10Y | +266.4% | +535.8% | -269.4% | +109.4% |
| All | +13,770.5% | +33,247.3% | -19,476.8% | +3,646.2% |
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 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