-5.2%
DASH vs CASY
+288.8%
-294.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -6.0% | +8.7% | -14.7% | -8.0% |
| 3M | -15.8% | -17.3% | +1.6% | -12.3% |
| 6M | +7.0% | -19.7% | +26.7% | +11.0% |
| YTD | -20.7% | +24.8% | -45.5% | -30.7% |
| 1Y | -8.5% | +31.9% | -40.4% | -21.9% |
| 3Y | +101.8% | +155.4% | -53.6% | +29.8% |
| 5Y | -9.6% | +250.6% | -260.1% | -50.6% |
| All | -5.2% | +288.8% | -294.0% | -52.4% |
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 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