+11.7%
DASH vs CASY
+327.1%
-315.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -10.6% | +0.1% | -10.6% | -10.6% |
| 30D | +2.2% | -11.3% | +13.5% | +5.0% |
| 3M | +32.3% | -0.6% | +32.9% | +29.7% |
| 6M | +19.1% | +10.7% | +8.4% | +11.3% |
| YTD | -6.5% | +37.1% | -43.6% | -19.9% |
| 1Y | -14.9% | +52.3% | -67.2% | -30.1% |
| 3Y | +151.9% | +215.2% | -63.2% | +50.8% |
| 5Y | +9.4% | +276.5% | -267.0% | -41.2% |
| All | +11.7% | +327.1% | -315.4% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling