+73.5%
CART vs DAR
-9.4%
+82.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +0.3% | -3.8% | +4.1% | +0.6% |
| 30D | +22.4% | -14.4% | +36.8% | +24.2% |
| 3M | +15.6% | -17.9% | +33.6% | +17.5% |
| 6M | +44.9% | -18.3% | +63.2% | +47.2% |
| YTD | +30.0% | +43.2% | -13.3% | +21.4% |
| 1Y | +56.6% | +57.7% | -1.1% | +43.9% |
| 3Y | +131.9% | +22.7% | +109.2% | +124.0% |
| All | +73.5% | -9.4% | +82.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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