+57.5%
DIA vs CART
+112.9%
-55.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.1% |
| 30D | +0.3% | +28.6% | -28.3% | -1.6% |
| 3M | -4.5% | +29.1% | -33.6% | -6.4% |
| 6M | +3.4% | +44.7% | -41.4% | +0.3% |
| YTD | +7.8% | +29.2% | -21.4% | +5.3% |
| 1Y | +10.7% | +66.2% | -55.4% | +5.8% |
| 3Y | +57.5% | +112.8% | -55.3% | +46.0% |
| All | +57.5% | +112.9% | -55.4% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling