+3,340.7%
DLR vs CASY
+4,519.7%
-1,179.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -3.5% | +8.7% | -12.2% | -6.1% |
| 3M | -8.9% | -17.3% | +8.4% | -4.4% |
| 6M | -11.6% | -19.7% | +8.2% | -7.7% |
| YTD | +14.9% | +24.8% | -9.9% | +3.6% |
| 1Y | +6.4% | +31.9% | -25.5% | -5.9% |
| 3Y | +47.3% | +155.4% | -108.1% | +2.1% |
| 5Y | +32.8% | +250.6% | -217.8% | -18.5% |
| 10Y | +169.6% | +556.8% | -387.3% | +26.7% |
| All | +3,340.7% | +4,519.7% | -1,179.0% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling