+10.0%
DLR vs CART
+51.1%
-41.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.3% | +0.3% | +0.1% | +0.4% |
| 30D | +1.2% | +22.4% | -21.2% | +1.6% |
| 3M | -4.8% | +15.6% | -20.4% | -4.5% |
| 6M | -6.1% | +44.9% | -51.0% | -5.2% |
| YTD | +19.3% | +30.0% | -10.7% | +19.8% |
| 1Y | +10.0% | +56.6% | -46.7% | +10.9% |
| All | +10.0% | +51.1% | -41.2% | +10.9% |
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