+10.5%
DLR vs CASY
+34.1%
-23.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.2% |
| 7D | -2.0% | +5.8% | -7.8% | -1.9% |
| 30D | +0.5% | +10.7% | -10.2% | +0.8% |
| 3M | -4.4% | -13.9% | +9.4% | -4.3% |
| 6M | -6.4% | -18.4% | +12.0% | -4.1% |
| YTD | +19.5% | +29.6% | -10.2% | +11.9% |
| 1Y | +10.5% | +32.8% | -22.3% | +3.3% |
| All | +10.5% | +34.1% | -23.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling