+98.6%
DOCU vs CASY
+651.8%
-553.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.4% |
| 7D | -3.2% | +1.8% | -5.1% | -3.6% |
| 30D | +15.7% | +11.2% | +4.5% | +12.9% |
| 3M | +37.3% | -19.1% | +56.3% | +43.1% |
| 6M | +63.1% | -19.9% | +83.0% | +69.1% |
| YTD | +15.4% | +25.2% | -9.8% | +5.1% |
| 1Y | +11.3% | +31.6% | -20.3% | -0.3% |
| 3Y | +92.1% | +155.4% | -63.3% | +39.1% |
| 5Y | -70.5% | +251.5% | -322.0% | -80.9% |
| All | +98.6% | +651.8% | -553.1% | -1.9% |
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