+20.0%
DG vs CASY
+42.6%
-22.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.7% |
| 7D | -2.5% | -4.4% | +1.9% | -2.0% |
| 30D | +1.0% | -12.0% | +13.1% | +2.4% |
| 3M | +20.3% | -2.3% | +22.7% | +19.2% |
| 6M | -11.7% | +10.5% | -22.3% | -17.5% |
| YTD | -2.3% | +33.0% | -35.3% | -14.7% |
| 1Y | +20.0% | +41.1% | -21.1% | +5.4% |
| All | +20.0% | +42.6% | -22.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling