+280.4%
DAR vs CASY
+551.3%
-270.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | -2.8% | +3.6% | -6.3% | -3.9% |
| 30D | -12.8% | +7.2% | -20.0% | -14.9% |
| 3M | -11.6% | -16.9% | +5.3% | -7.0% |
| 6M | -16.8% | -19.3% | +2.6% | -12.4% |
| YTD | +45.9% | +25.6% | +20.3% | +31.0% |
| 1Y | +61.5% | +30.2% | +31.3% | +43.1% |
| 3Y | +23.0% | +154.9% | -131.9% | -18.3% |
| 5Y | -35.8% | +252.1% | -288.0% | -63.3% |
| 10Y | +280.4% | +535.8% | -255.5% | +69.2% |
| All | +280.4% | +551.3% | -270.9% | +69.2% |
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