-73.2%
DOCS vs CASY
+276.6%
-349.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +21.8% | -11.3% | +33.2% | +24.1% |
| 3M | +27.3% | -0.6% | +27.9% | +26.1% |
| 6M | -0.3% | +10.7% | -11.1% | -4.3% |
| YTD | -40.5% | +37.1% | -77.6% | -46.1% |
| 1Y | -61.5% | +52.3% | -113.8% | -66.2% |
| 3Y | +8.2% | +215.2% | -207.0% | -27.2% |
| All | -73.2% | +276.6% | -349.8% | -84.4% |
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