+251.7%
DOCN vs CART
+41.0%
+210.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.6% | -8.7% | -7.5% |
| 7D | -20.0% | +1.4% | -21.4% | -20.3% |
| 30D | -38.8% | +29.7% | -68.4% | -42.0% |
| 3M | -34.8% | +29.7% | -64.5% | -38.9% |
| 6M | -22.8% | +36.8% | -59.6% | -29.2% |
| YTD | +74.6% | +31.7% | +42.9% | +60.8% |
| 1Y | +116.4% | +62.4% | +54.1% | +88.3% |
| 3Y | +239.3% | +120.1% | +119.3% | +155.8% |
| All | +251.7% | +41.0% | +210.7% | +165.5% |
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