+214.9%
ROL vs CASY
+551.3%
-336.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +7.5% | +3.6% | +3.9% | +6.6% |
| 30D | +21.1% | +7.2% | +13.9% | +19.0% |
| 3M | +3.1% | -16.9% | +20.1% | +7.7% |
| 6M | -27.4% | -19.3% | -8.1% | -24.2% |
| YTD | -34.7% | +25.6% | -60.4% | -39.8% |
| 1Y | -32.9% | +30.2% | -63.1% | -38.9% |
| 3Y | +6.1% | +154.9% | -148.7% | -22.0% |
| 5Y | +16.3% | +252.1% | -235.8% | -23.3% |
| 10Y | +214.9% | +535.8% | -321.0% | +74.8% |
| All | +214.9% | +551.3% | -336.4% | +74.8% |
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