-4.4%
DOC vs CASY
+505.6%
-510.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -4.8% | -11.3% | +6.6% | -1.3% |
| 3M | +6.9% | -0.6% | +7.5% | +5.7% |
| 6M | +20.7% | +10.7% | +10.0% | +14.5% |
| YTD | +34.1% | +37.1% | -3.0% | +18.0% |
| 1Y | +22.6% | +52.3% | -29.7% | +3.7% |
| 3Y | +20.8% | +215.2% | -194.4% | -24.0% |
| 5Y | -24.9% | +276.5% | -301.4% | -56.9% |
| All | -4.4% | +505.6% | -510.0% | -54.8% |
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