+9,030.3%
ROL vs CASY
+36,294.0%
-27,263.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -4.1% | -11.3% | +7.3% | -1.5% |
| 3M | -22.5% | -0.6% | -21.9% | -23.0% |
| 6M | -37.7% | +10.7% | -48.4% | -39.7% |
| YTD | -39.6% | +37.1% | -76.7% | -44.5% |
| 1Y | -36.0% | +52.3% | -88.3% | -42.8% |
| 3Y | -5.1% | +215.2% | -220.3% | -29.5% |
| 5Y | -3.4% | +276.5% | -279.9% | -31.7% |
| 10Y | +215.2% | +508.4% | -293.1% | +93.8% |
| All | +9,030.3% | +36,294.0% | -27,263.8% | +2,656.5% |
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 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