+195.9%
DOCN vs CART
+37.6%
+158.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.4% | -13.4% | -15.3% |
| 7D | -29.3% | +1.2% | -30.5% | -29.4% |
| 30D | -46.0% | +27.1% | -73.1% | -48.6% |
| 3M | -43.2% | +27.4% | -70.6% | -46.5% |
| 6M | -53.7% | +32.1% | -85.8% | -57.2% |
| YTD | +46.9% | +28.5% | +18.4% | +36.2% |
| 1Y | +54.3% | +58.8% | -4.5% | +35.0% |
| 3Y | +185.5% | +114.8% | +70.8% | +116.6% |
| All | +195.9% | +37.6% | +158.3% | +124.8% |
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