+96.6%
DGX vs CASY
+209.8%
-113.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -0.3% | -4.4% | +4.1% | +0.2% |
| 30D | -1.2% | -12.0% | +10.9% | +0.2% |
| 3M | +19.9% | -2.3% | +22.2% | +19.6% |
| 6M | +19.2% | +10.5% | +8.7% | +16.8% |
| YTD | +37.5% | +33.0% | +4.5% | +31.3% |
| 1Y | +31.3% | +41.1% | -9.9% | +24.4% |
| 3Y | +96.6% | +207.5% | -110.9% | +70.7% |
| All | +96.6% | +209.8% | -113.1% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling