+44.0%
DLTR vs CASY
+464.4%
-420.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -9.4% | -17.2% | +7.8% | -4.7% |
| 30D | -7.3% | -24.4% | +17.0% | -0.1% |
| 3M | +7.6% | -31.4% | +39.0% | +18.8% |
| 6M | +1.6% | -8.9% | +10.5% | +2.0% |
| YTD | -3.5% | +13.8% | -17.4% | -9.5% |
| 1Y | +20.0% | +17.0% | +3.1% | +11.5% |
| 3Y | +2.3% | +163.1% | -160.8% | -30.1% |
| 5Y | +31.5% | +239.0% | -207.5% | -19.1% |
| All | +44.0% | +464.4% | -420.4% | -27.7% |
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