+67.0%
DRI vs CASY
+154.1%
-87.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +13.3% | +8.7% | +4.6% | +11.8% |
| 3M | +8.2% | -17.3% | +25.5% | +11.0% |
| 6M | +17.5% | -19.7% | +37.3% | +20.7% |
| YTD | +26.9% | +24.8% | +2.1% | +19.6% |
| 1Y | +31.6% | +31.9% | -0.3% | +22.6% |
| 3Y | +67.0% | +155.4% | -88.4% | +35.9% |
| All | +67.0% | +154.1% | -87.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling