+85.6%
DINO vs CART
+38.4%
+47.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -15.5% | +3.0% | -18.5% | -15.7% |
| 30D | -16.0% | +28.6% | -44.5% | -17.8% |
| 3M | +17.9% | +29.1% | -11.1% | +14.8% |
| 6M | +38.5% | +44.7% | -6.2% | +32.7% |
| YTD | +115.8% | +29.2% | +86.6% | +109.1% |
| 1Y | +87.1% | +66.2% | +21.0% | +75.2% |
| 3Y | +96.5% | +112.8% | -16.3% | +75.3% |
| All | +85.6% | +38.4% | +47.2% | +68.2% |
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