+87.1%
DOCN vs CASY
+242.7%
-155.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | -12.1% | +5.0% | -17.1% | -13.5% |
| 30D | -41.0% | +8.2% | -49.2% | -42.8% |
| 3M | -38.7% | -18.2% | -20.5% | -35.0% |
| 6M | -51.5% | -18.6% | -32.9% | -48.9% |
| YTD | +65.3% | +26.8% | +38.5% | +46.2% |
| 1Y | +53.9% | +31.6% | +22.3% | +33.5% |
| 3Y | +215.6% | +156.5% | +59.0% | +104.0% |
| 5Y | -26.2% | +258.6% | -284.8% | -61.1% |
| All | +87.1% | +242.7% | -155.6% | -6.1% |
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