+16.0%
ROL vs CASY
+266.7%
-250.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +3.0% | +3.6% | -0.6% | +2.1% |
| 30D | +19.8% | +9.1% | +10.7% | +17.4% |
| 3M | +7.9% | -16.5% | +24.4% | +12.0% |
| 6M | -25.6% | -19.7% | -5.9% | -22.4% |
| YTD | -34.1% | +29.3% | -63.4% | -39.5% |
| 1Y | -31.4% | +33.1% | -64.5% | -37.6% |
| 3Y | +4.7% | +158.5% | -153.8% | -23.7% |
| All | +16.0% | +266.7% | -250.7% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling