+73.5%
CART vs DKS
+46.0%
+27.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.2% |
| 7D | +0.3% | +9.4% | -9.2% | -1.0% |
| 30D | +22.4% | +9.8% | +12.7% | +20.7% |
| 3M | +15.6% | -29.3% | +44.9% | +20.2% |
| 6M | +44.9% | -32.6% | +77.5% | +51.1% |
| YTD | +30.0% | -22.6% | +52.6% | +32.0% |
| 1Y | +56.6% | -29.8% | +86.4% | +61.5% |
| 3Y | +131.9% | +43.2% | +88.7% | +61.1% |
| All | +73.5% | +46.0% | +27.5% | +20.0% |
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