+3,457.2%
DLR vs CASY
+4,549.9%
-1,092.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | +2.4% | +3.6% | -1.2% | +1.2% |
| 30D | +0.7% | +7.2% | -6.4% | -1.5% |
| 3M | -6.4% | -16.9% | +10.5% | -1.9% |
| 6M | -6.5% | -19.3% | +12.8% | -2.5% |
| YTD | +18.8% | +25.6% | -6.8% | +6.9% |
| 1Y | +9.0% | +30.2% | -21.1% | -3.2% |
| 3Y | +54.5% | +154.9% | -100.4% | +7.2% |
| 5Y | +35.8% | +252.1% | -216.3% | -16.8% |
| 10Y | +177.5% | +535.8% | -358.4% | +31.9% |
| All | +3,457.2% | +4,549.9% | -1,092.7% | +664.2% |
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