+340.2%
DOV vs CASY
+551.3%
-211.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | -1.4% | +3.6% | -4.9% | -2.4% |
| 30D | +12.8% | +7.2% | +5.6% | +10.2% |
| 3M | +1.1% | -16.9% | +18.1% | +6.3% |
| 6M | -2.6% | -19.3% | +16.7% | +2.0% |
| YTD | +9.9% | +25.6% | -15.7% | -2.1% |
| 1Y | +19.3% | +30.2% | -10.8% | +4.7% |
| 3Y | +68.4% | +154.9% | -86.5% | +10.7% |
| 5Y | +29.1% | +252.1% | -223.0% | -27.1% |
| 10Y | +340.2% | +535.8% | -195.7% | +101.2% |
| All | +340.2% | +551.3% | -211.2% | +101.2% |
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