+32.3%
DLR vs CASY
+266.7%
-234.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +3.3% | +3.6% | -0.2% | +2.7% |
| 30D | +4.6% | +9.1% | -4.5% | +3.0% |
| 3M | -8.3% | -16.5% | +8.2% | -5.5% |
| 6M | -5.6% | -19.7% | +14.1% | -2.2% |
| YTD | +18.7% | +29.3% | -10.5% | +8.3% |
| 1Y | +17.1% | +33.1% | -16.0% | +5.9% |
| 3Y | +54.4% | +158.5% | -104.2% | +13.3% |
| All | +32.3% | +266.7% | -234.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling