+27.7%
DKS vs CASY
+209.8%
-182.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.4% |
| 7D | -0.4% | -4.4% | +3.9% | +0.2% |
| 30D | -36.6% | -12.0% | -24.6% | -35.2% |
| 3M | -37.6% | -2.3% | -35.3% | -37.4% |
| 6M | -32.1% | +10.5% | -42.6% | -33.2% |
| YTD | -32.3% | +33.0% | -65.3% | -35.4% |
| 1Y | -39.5% | +41.1% | -80.6% | -43.0% |
| 3Y | +27.7% | +207.5% | -179.8% | +9.7% |
| All | +27.7% | +209.8% | -182.1% | +9.7% |
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