+167.4%
DASH vs CART
+21.6%
+145.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -4.3% |
| 7D | -10.6% | +1.0% | -11.6% | -10.8% |
| 30D | +2.2% | +12.6% | -10.5% | -1.3% |
| 3M | +32.3% | +23.1% | +9.2% | +24.9% |
| 6M | +19.1% | +39.5% | -20.4% | +8.3% |
| YTD | -6.5% | +13.5% | -20.1% | -10.6% |
| 1Y | -14.9% | +14.9% | -29.8% | -19.4% |
| All | +167.4% | +21.6% | +145.8% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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