+24,936.4%
ROP vs CASY
+24,498.0%
+438.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +3.2% | -11.3% | +14.6% | +6.2% |
| 3M | +23.1% | -0.6% | +23.7% | +22.0% |
| 6M | +13.3% | +10.7% | +2.6% | +8.7% |
| YTD | -7.9% | +37.1% | -45.0% | -16.5% |
| 1Y | -22.1% | +52.3% | -74.4% | -31.5% |
| 3Y | -16.8% | +215.2% | -232.0% | -40.6% |
| 5Y | -13.5% | +276.5% | -290.0% | -41.6% |
| 10Y | +137.7% | +508.4% | -370.7% | +38.0% |
| All | +24,936.4% | +24,498.0% | +438.4% | +6,877.7% |
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 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