+82.1%
DT vs CASY
+344.2%
-262.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -24.7% | +1.1% | -25.8% | -24.9% |
| 30D | -27.4% | +8.7% | -36.1% | -28.9% |
| 3M | -11.1% | -17.3% | +6.2% | -7.6% |
| 6M | +13.7% | -19.7% | +33.4% | +17.9% |
| YTD | +0.2% | +24.8% | -24.6% | -9.9% |
| 1Y | -5.7% | +31.9% | -37.6% | -16.9% |
| 3Y | -8.1% | +155.4% | -163.5% | -37.3% |
| 5Y | -43.1% | +250.6% | -293.6% | -66.4% |
| All | +82.1% | +344.2% | -262.0% | -20.6% |
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