+6.9%
DLTR vs CASY
+209.8%
-202.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -5.3% |
| 7D | -5.8% | -4.4% | -1.5% | -5.4% |
| 30D | -5.2% | -12.0% | +6.8% | -4.2% |
| 3M | +15.2% | -2.3% | +17.5% | +15.0% |
| 6M | +7.1% | +10.5% | -3.4% | +4.8% |
| YTD | +0.8% | +33.0% | -32.2% | -3.2% |
| 1Y | +24.8% | +41.1% | -16.4% | +19.1% |
| 3Y | +6.9% | +207.5% | -200.6% | -4.0% |
| All | +6.9% | +209.8% | -202.9% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling