+94.3%
DINO vs CART
+40.2%
+54.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | -17.2% | +23.1% | -40.3% | -18.7% |
| 3M | +18.9% | +19.2% | -0.3% | +16.8% |
| 6M | +40.6% | +45.7% | -5.1% | +34.7% |
| YTD | +125.9% | +30.9% | +95.1% | +118.7% |
| 1Y | +90.9% | +50.2% | +40.7% | +81.3% |
| 3Y | +113.4% | +133.5% | -20.2% | +89.2% |
| All | +94.3% | +40.2% | +54.1% | +75.8% |
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