+214.7%
ROL vs CASY
+539.5%
-324.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +3.4% | +5.0% | -1.6% | +2.1% |
| 30D | +20.8% | +8.2% | +12.6% | +18.3% |
| 3M | +3.7% | -18.2% | +21.9% | +8.7% |
| 6M | -27.7% | -18.6% | -9.1% | -24.6% |
| YTD | -34.9% | +26.8% | -61.7% | -40.2% |
| 1Y | -33.3% | +31.6% | -64.9% | -39.4% |
| 3Y | +4.3% | +156.5% | -152.2% | -23.4% |
| 5Y | +15.0% | +258.6% | -243.7% | -24.6% |
| 10Y | +214.7% | +550.3% | -335.6% | +74.9% |
| All | +214.7% | +539.5% | -324.8% | +74.9% |
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