-33.3%
ROL vs CASY
+31.3%
-64.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +3.4% | +5.0% | -1.6% | +2.6% |
| 30D | +20.8% | +8.2% | +12.6% | +19.4% |
| 3M | +3.7% | -18.2% | +21.9% | +5.8% |
| 6M | -27.7% | -18.6% | -9.1% | -26.4% |
| YTD | -34.9% | +26.8% | -61.7% | -36.8% |
| 1Y | -33.3% | +31.6% | -64.9% | -36.5% |
| All | -33.3% | +31.3% | -64.6% | -36.5% |
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