+150.8%
DASH vs CART
+41.0%
+109.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.8% | +7.9% |
| 7D | +17.2% | +1.4% | +15.8% | +16.7% |
| 30D | +3.6% | +29.7% | -26.1% | -3.9% |
| 3M | -1.9% | +29.7% | -31.6% | -9.2% |
| 6M | +15.1% | +36.8% | -21.7% | +4.7% |
| YTD | -12.3% | +31.7% | -44.0% | -19.8% |
| 1Y | -17.2% | +62.4% | -79.6% | -28.0% |
| 3Y | +114.7% | +120.1% | -5.4% | +70.4% |
| All | +150.8% | +41.0% | +109.8% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling