-6.2%
DPZ vs CART
+37.6%
-43.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +9.5% | +1.2% | +8.3% | +9.4% |
| 30D | +12.8% | +27.1% | -14.3% | +10.3% |
| 3M | -6.2% | +27.4% | -33.7% | -8.4% |
| 6M | +4.3% | +32.1% | -27.9% | +1.3% |
| YTD | -16.6% | +28.5% | -45.1% | -19.0% |
| 1Y | -12.8% | +58.8% | -71.6% | -17.2% |
| 3Y | -0.8% | +114.8% | -115.6% | -10.5% |
| All | -6.2% | +37.6% | -43.8% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling