+604.7%
DG vs CASY
+2,405.6%
-1,800.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +0.7% | +3.6% | -2.9% | -0.2% |
| 30D | +7.4% | +7.2% | +0.2% | +5.6% |
| 3M | +8.5% | -16.9% | +25.4% | +13.1% |
| 6M | +21.9% | -19.3% | +41.2% | +26.8% |
| YTD | +4.9% | +25.6% | -20.7% | -3.0% |
| 1Y | +40.4% | +30.2% | +10.3% | +28.6% |
| 3Y | +23.5% | +154.9% | -131.4% | -7.5% |
| 5Y | -32.3% | +252.1% | -284.4% | -54.0% |
| 10Y | +119.3% | +535.8% | -416.5% | +23.9% |
| All | +604.7% | +2,405.6% | -1,800.9% | +207.6% |
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 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