+55.2%
DLR vs CART
+39.2%
+16.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +2.4% | +1.5% | +0.8% | +2.2% |
| 30D | +0.7% | +22.4% | -21.7% | -1.1% |
| 3M | -6.4% | +16.5% | -23.0% | -7.8% |
| 6M | -6.5% | +44.9% | -51.4% | -10.0% |
| YTD | +18.8% | +30.0% | -11.2% | +15.4% |
| 1Y | +9.0% | +59.1% | -50.0% | +3.1% |
| 3Y | +54.5% | +138.8% | -84.3% | +40.2% |
| All | +55.2% | +39.2% | +16.1% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling