+8.3%
ROP vs CASY
+32.0%
-23.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | +2.1% | +1.1% | +1.0% | +2.1% |
| 30D | +32.9% | +8.7% | +24.2% | +33.0% |
| 3M | +20.3% | -17.3% | +37.6% | +18.7% |
| 6M | +36.8% | -19.7% | +56.5% | +34.6% |
| YTD | +8.1% | +24.8% | -16.7% | +8.3% |
| 1Y | +8.3% | +31.9% | -23.6% | +7.4% |
| All | +8.3% | +32.0% | -23.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling