+116.0%
DG vs CASY
+569.1%
-453.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +4.9% | -11.3% | +16.3% | +8.1% |
| 3M | +29.3% | -0.6% | +30.0% | +28.0% |
| 6M | -11.3% | +10.7% | -22.0% | -15.2% |
| YTD | +1.8% | +37.1% | -35.4% | -8.7% |
| 1Y | +25.3% | +52.3% | -27.0% | +8.9% |
| 3Y | +9.1% | +215.2% | -206.1% | -26.7% |
| 5Y | -34.9% | +276.5% | -311.4% | -59.2% |
| All | +116.0% | +569.1% | -453.1% | +6.9% |
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