-8.9%
DASH vs CASY
+299.6%
-308.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.9% |
| 7D | -4.1% | +2.5% | -6.6% | -4.6% |
| 30D | -10.6% | +10.2% | -20.8% | -12.7% |
| 3M | -18.8% | -15.7% | -3.1% | -15.8% |
| 6M | +11.2% | -18.4% | +29.6% | +15.2% |
| YTD | -23.8% | +28.3% | -52.1% | -33.9% |
| 1Y | -12.2% | +32.6% | -44.7% | -24.8% |
| 3Y | +97.3% | +159.5% | -62.2% | +26.7% |
| 5Y | -29.8% | +263.9% | -293.7% | -62.0% |
| All | -8.9% | +299.6% | -308.5% | -54.6% |
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