+72.5%
CART vs DKS
+37.1%
+35.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +3.0% | -2.1% | +5.1% | +3.2% |
| 30D | +28.6% | +7.3% | +21.2% | +27.2% |
| 3M | +29.1% | -28.4% | +57.5% | +33.8% |
| 6M | +44.7% | -36.9% | +81.6% | +52.3% |
| YTD | +29.2% | -27.3% | +56.5% | +32.4% |
| 1Y | +66.2% | -33.2% | +99.4% | +72.5% |
| 3Y | +112.8% | +32.2% | +80.7% | +50.8% |
| All | +72.5% | +37.1% | +35.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling