+9,562.4%
ROL vs CASY
+33,031.0%
-23,468.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.6% |
| 3M | +3.5% | -17.3% | +20.9% | +7.7% |
| 6M | -29.4% | -19.7% | -9.7% | -26.5% |
| YTD | -36.1% | +24.8% | -60.9% | -40.1% |
| 1Y | -34.4% | +31.9% | -66.3% | -39.4% |
| 3Y | +4.0% | +155.4% | -151.4% | -19.0% |
| 5Y | +13.2% | +250.6% | -237.3% | -18.7% |
| 10Y | +219.7% | +556.8% | -337.2% | +93.1% |
| All | +9,562.4% | +33,031.0% | -23,468.6% | +2,871.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling