+14.9%
CART vs DKS
-32.3%
+47.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +1.0% | +3.0% | -2.0% | +0.8% |
| 30D | +12.6% | -30.5% | +43.1% | +16.3% |
| 3M | +23.1% | -35.7% | +58.8% | +27.8% |
| 6M | +39.5% | -29.7% | +69.2% | +41.9% |
| YTD | +13.5% | -28.9% | +42.4% | +14.6% |
| 1Y | +14.9% | -35.9% | +50.7% | +18.2% |
| All | +14.9% | -32.3% | +47.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling