+29,197.7%
ROP vs CASY
+22,292.6%
+6,905.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +32.9% | +8.7% | +24.2% | +30.2% |
| 3M | +20.0% | -17.3% | +37.3% | +25.1% |
| 6M | +36.4% | -19.7% | +56.1% | +41.9% |
| YTD | +7.8% | +24.8% | -17.0% | -0.4% |
| 1Y | +8.0% | +31.9% | -23.9% | -1.8% |
| 3Y | -3.5% | +155.4% | -158.9% | -27.3% |
| 5Y | +1.5% | +250.6% | -249.1% | -30.4% |
| 10Y | +198.5% | +556.8% | -358.4% | +69.8% |
| All | +29,197.7% | +22,292.6% | +6,905.1% | +8,228.8% |
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