+83.7%
DLTR vs CASY
+565.2%
-481.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +0.8% |
| 7D | -2.8% | +5.8% | -8.6% | -4.4% |
| 30D | +21.5% | +10.7% | +10.8% | +18.0% |
| 3M | +11.6% | -13.9% | +25.5% | +15.9% |
| 6M | +58.7% | -18.4% | +77.2% | +65.7% |
| YTD | +16.2% | +29.6% | -13.5% | +5.1% |
| 1Y | +34.8% | +32.8% | +2.0% | +20.9% |
| 3Y | +25.3% | +162.3% | -137.0% | -12.9% |
| 5Y | +25.8% | +265.0% | -239.2% | -23.6% |
| 10Y | +83.7% | +555.4% | -471.7% | -8.2% |
| All | +83.7% | +565.2% | -481.5% | -8.2% |
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 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