+32.2%
DKS vs CASY
+154.1%
-121.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +7.3% | +8.7% | -1.3% | +6.2% |
| 3M | -28.4% | -17.3% | -11.1% | -26.3% |
| 6M | -36.9% | -19.7% | -17.2% | -34.8% |
| YTD | -27.3% | +24.8% | -52.1% | -30.2% |
| 1Y | -33.2% | +31.9% | -65.1% | -36.6% |
| 3Y | +32.2% | +155.4% | -123.2% | +15.9% |
| All | +32.2% | +154.1% | -121.9% | +15.9% |
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 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