+93.4%
DDOG vs CART
+39.2%
+54.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -16.9% | +1.5% | -18.4% | -17.1% |
| 30D | -38.8% | +22.4% | -61.2% | -41.0% |
| 3M | -23.2% | +16.5% | -39.7% | -25.6% |
| 6M | -10.3% | +44.9% | -55.1% | -16.9% |
| YTD | +32.1% | +30.0% | +2.1% | +24.2% |
| 1Y | -6.1% | +59.1% | -65.2% | -14.9% |
| 3Y | +79.2% | +138.8% | -59.6% | +42.0% |
| All | +93.4% | +39.2% | +54.2% | +59.0% |
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