+227.2%
DKS vs CASY
+555.0%
-327.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +6.3% | +3.6% | +2.8% | +4.9% |
| 30D | +9.3% | +9.1% | +0.3% | +5.7% |
| 3M | -25.3% | -16.5% | -8.8% | -19.9% |
| 6M | -29.2% | -19.7% | -9.5% | -24.0% |
| YTD | -22.7% | +29.3% | -52.0% | -33.1% |
| 1Y | -30.1% | +33.1% | -63.2% | -40.5% |
| 3Y | +45.6% | +158.5% | -112.9% | -13.7% |
| 5Y | +28.5% | +266.7% | -238.2% | -37.9% |
| All | +227.2% | +555.0% | -327.8% | +17.0% |
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 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