+86.7%
DINO vs CART
+37.6%
+49.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.3% |
| 7D | -12.6% | +1.2% | -13.8% | -12.7% |
| 30D | -14.7% | +27.1% | -41.8% | -16.5% |
| 3M | +18.6% | +27.4% | -8.9% | +15.6% |
| 6M | +33.0% | +32.1% | +0.8% | +28.7% |
| YTD | +117.1% | +28.5% | +88.7% | +110.5% |
| 1Y | +90.5% | +58.8% | +31.7% | +79.4% |
| 3Y | +96.0% | +114.8% | -18.7% | +74.8% |
| All | +86.7% | +37.6% | +49.1% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling