+50.2%
CART vs DKS
-29.9%
+80.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | +1.3% | -1.9% | -0.7% |
| 30D | +23.1% | +8.9% | +14.2% | +22.2% |
| 3M | +19.2% | -26.4% | +45.5% | +21.0% |
| 6M | +45.7% | -31.1% | +76.7% | +47.4% |
| YTD | +30.9% | -22.8% | +53.7% | +31.2% |
| 1Y | +50.2% | -29.5% | +79.7% | +52.5% |
| All | +50.2% | -29.9% | +80.1% | +52.5% |
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