+73.5%
CART vs DKS
+43.8%
+29.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.1% |
| 7D | +1.5% | +3.8% | -2.3% | +0.9% |
| 30D | +22.4% | +8.1% | +14.3% | +20.9% |
| 3M | +16.5% | -28.6% | +45.1% | +20.9% |
| 6M | +44.9% | -33.6% | +78.5% | +51.4% |
| YTD | +30.0% | -23.8% | +53.7% | +32.3% |
| 1Y | +59.1% | -30.7% | +89.8% | +64.3% |
| 3Y | +138.8% | +41.5% | +97.3% | +65.9% |
| All | +73.5% | +43.8% | +29.7% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling