-36.0%
ROL vs CASY
+51.2%
-87.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -4.1% | -11.3% | +7.3% | -2.8% |
| 3M | -22.5% | -0.6% | -21.9% | -22.5% |
| 6M | -37.7% | +10.7% | -48.4% | -38.0% |
| YTD | -39.6% | +37.1% | -76.7% | -41.2% |
| 1Y | -36.0% | +52.3% | -88.3% | -39.5% |
| All | -36.0% | +51.2% | -87.2% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling