+184.0%
ROP vs CASY
+565.2%
-381.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.1% |
| 7D | -2.9% | +5.8% | -8.8% | -4.4% |
| 30D | +30.1% | +10.7% | +19.4% | +26.7% |
| 3M | +19.9% | -13.9% | +33.7% | +23.8% |
| 6M | +46.0% | -18.4% | +64.5% | +51.8% |
| YTD | +8.4% | +29.6% | -21.3% | -2.4% |
| 1Y | +8.8% | +32.8% | -24.0% | -2.9% |
| 3Y | -5.6% | +162.3% | -167.9% | -33.7% |
| 5Y | +3.0% | +265.0% | -262.0% | -36.5% |
| 10Y | +184.0% | +555.4% | -371.3% | +44.7% |
| All | +184.0% | +565.2% | -381.1% | +44.7% |
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