+11,144.7%
DLTR vs CASY
+13,070.5%
-1,925.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +2.1% | -11.3% | +13.4% | +5.1% |
| 3M | +20.3% | -0.6% | +20.9% | +19.2% |
| 6M | +11.5% | +10.7% | +0.8% | +7.2% |
| YTD | +6.8% | +37.1% | -30.3% | -2.8% |
| 1Y | +31.1% | +52.3% | -21.2% | +15.8% |
| 3Y | +10.7% | +215.2% | -204.5% | -21.0% |
| 5Y | +41.6% | +276.5% | -234.9% | -4.2% |
| 10Y | +58.1% | +508.4% | -450.2% | -7.9% |
| All | +11,144.7% | +13,070.5% | -1,925.7% | +3,099.3% |
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