-52.3%
DOCS vs CASY
+246.6%
-298.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +6.1% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +21.3% | +9.4% | +11.9% | +19.5% |
| 3M | +58.4% | -20.6% | +79.0% | +63.4% |
| 6M | +39.3% | -20.7% | +60.0% | +43.3% |
| YTD | -21.7% | +22.5% | -44.2% | -27.7% |
| 1Y | -47.3% | +29.5% | -76.8% | -52.1% |
| 3Y | +58.2% | +150.0% | -91.8% | +15.4% |
| 5Y | -52.3% | +248.6% | -300.9% | -71.4% |
| All | -52.3% | +246.6% | -298.9% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling