-24.8%
DPZ vs CART
+14.4%
-39.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.6% |
| 7D | -2.5% | +1.0% | -3.6% | -2.6% |
| 30D | -7.0% | +12.6% | -19.6% | -7.6% |
| 3M | +11.6% | +23.1% | -11.5% | +10.0% |
| 6M | -15.2% | +39.5% | -54.7% | -17.7% |
| YTD | -17.2% | +13.5% | -30.8% | -18.0% |
| 1Y | -24.8% | +14.9% | -39.7% | -27.0% |
| All | -24.8% | +14.4% | -39.3% | -27.0% |
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