+74.7%
CART vs DKS
+45.7%
+29.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | +1.3% | +6.3% | -5.0% | +0.4% |
| 30D | +19.2% | +9.3% | +9.9% | +17.6% |
| 3M | +17.6% | -25.3% | +42.8% | +21.1% |
| 6M | +47.4% | -29.2% | +76.6% | +52.5% |
| YTD | +30.9% | -22.7% | +53.6% | +32.9% |
| 1Y | +46.0% | -30.1% | +76.1% | +50.7% |
| 3Y | +130.3% | +45.6% | +84.7% | +58.2% |
| All | +74.7% | +45.7% | +29.0% | +20.8% |
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