+186.6%
DLR vs CASY
+550.0%
-363.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +5.0% | +2.5% | +2.6% | +4.5% |
| 30D | +3.0% | +10.2% | -7.2% | +0.6% |
| 3M | -6.3% | -15.7% | +9.4% | -3.1% |
| 6M | -4.8% | -18.4% | +13.6% | -1.7% |
| YTD | +21.0% | +28.3% | -7.3% | +10.3% |
| 1Y | +15.1% | +32.6% | -17.4% | +3.9% |
| 3Y | +56.0% | +159.5% | -103.5% | +14.4% |
| 5Y | +39.1% | +263.9% | -224.8% | -8.7% |
| All | +186.6% | +550.0% | -363.4% | +66.1% |
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