+183.6%
ROP vs CASY
+551.3%
-367.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -1.6% | +3.6% | -5.2% | -2.5% |
| 30D | +29.5% | +7.2% | +22.3% | +27.2% |
| 3M | +17.5% | -16.9% | +34.5% | +22.5% |
| 6M | +38.1% | -19.3% | +57.4% | +43.8% |
| YTD | +7.0% | +25.6% | -18.7% | -2.8% |
| 1Y | +6.5% | +30.2% | -23.6% | -4.4% |
| 3Y | -5.5% | +154.9% | -160.3% | -33.1% |
| 5Y | -0.4% | +252.1% | -252.5% | -38.0% |
| 10Y | +183.6% | +535.8% | -352.3% | +46.7% |
| All | +183.6% | +551.3% | -367.7% | +46.7% |
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 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