+90.5%
DINO vs CART
+39.2%
+51.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -10.7% | +1.5% | -12.2% | -10.8% |
| 30D | -17.8% | +22.4% | -40.2% | -19.2% |
| 3M | +23.3% | +16.5% | +6.8% | +21.4% |
| 6M | +39.6% | +44.9% | -5.3% | +33.7% |
| YTD | +121.6% | +30.0% | +91.6% | +114.6% |
| 1Y | +88.2% | +59.1% | +29.1% | +77.3% |
| 3Y | +114.4% | +138.8% | -24.4% | +89.8% |
| All | +90.5% | +39.2% | +51.3% | +72.5% |
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