+37.2%
DAR vs CASY
+161.8%
-124.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +11.6% | +3.6% | +8.0% | +11.0% |
| 30D | -10.2% | +9.1% | -19.3% | -11.4% |
| 3M | -14.8% | -16.5% | +1.7% | -12.6% |
| 6M | -10.1% | -19.7% | +9.6% | -7.3% |
| YTD | +55.5% | +29.3% | +26.3% | +47.8% |
| 1Y | +61.7% | +33.1% | +28.5% | +52.9% |
| 3Y | +37.2% | +158.5% | -121.4% | +17.7% |
| All | +37.2% | +161.8% | -124.6% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling