+17.1%
DLR vs CART
+49.3%
-32.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +3.3% | +1.3% | +2.0% | +3.3% |
| 30D | +4.6% | +19.2% | -14.6% | +4.9% |
| 3M | -8.3% | +17.6% | -25.8% | -8.1% |
| 6M | -5.6% | +47.4% | -53.0% | -4.9% |
| YTD | +18.7% | +30.9% | -12.2% | +19.8% |
| 1Y | +17.1% | +46.0% | -28.9% | +16.1% |
| All | +17.1% | +49.3% | -32.2% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling