-9.4%
DASH vs CASY
+254.0%
-263.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -9.9% |
| 7D | +0.5% | +1.8% | -1.3% | 0.0% |
| 30D | -7.1% | +11.2% | -18.3% | -9.4% |
| 3M | -13.2% | -19.1% | +5.9% | -9.2% |
| 6M | +8.3% | -19.9% | +28.2% | +12.6% |
| YTD | -20.6% | +25.2% | -45.7% | -31.2% |
| 1Y | -24.4% | +31.6% | -56.0% | -35.9% |
| 3Y | +94.5% | +155.4% | -60.9% | +20.9% |
| 5Y | -9.4% | +251.5% | -261.0% | -55.6% |
| All | -9.4% | +254.0% | -263.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling