+71.5%
CART vs RL
+249.9%
-178.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.3% | +4.9% | -0.8% |
| 7D | +1.2% | -4.7% | +5.9% | +2.2% |
| 30D | +27.1% | +3.6% | +23.5% | +26.1% |
| 3M | +27.4% | +0.5% | +26.9% | +27.0% |
| 6M | +32.1% | +6.6% | +25.5% | +29.7% |
| YTD | +28.5% | +8.8% | +19.6% | +24.9% |
| 1Y | +58.8% | +21.8% | +37.1% | +50.0% |
| 3Y | +114.8% | +245.8% | -131.1% | +51.2% |
| All | +71.5% | +249.9% | -178.5% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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