+59.4%
DLR vs CART
+41.0%
+18.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | +2.8% | +1.4% | +1.5% | +2.7% |
| 30D | +2.8% | +29.7% | -26.9% | +0.4% |
| 3M | -4.0% | +29.7% | -33.7% | -6.4% |
| 6M | -5.6% | +36.8% | -42.4% | -8.7% |
| YTD | +21.9% | +31.7% | -9.7% | +18.3% |
| 1Y | +13.0% | +62.4% | -49.4% | +6.6% |
| 3Y | +52.2% | +120.1% | -67.8% | +38.7% |
| All | +59.4% | +41.0% | +18.4% | +45.4% |
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