+216.0%
ROL vs CASY
+553.2%
-337.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | +22.9% | +8.7% | +14.2% | +20.3% |
| 3M | +3.5% | -17.3% | +20.9% | +8.2% |
| 6M | -29.4% | -19.7% | -9.7% | -26.1% |
| YTD | -36.1% | +24.8% | -60.9% | -41.0% |
| 1Y | -34.4% | +31.9% | -66.3% | -40.4% |
| 3Y | +4.0% | +155.4% | -151.4% | -23.6% |
| 5Y | +13.2% | +250.6% | -237.3% | -25.3% |
| All | +216.0% | +553.2% | -337.1% | +74.4% |
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