+51.5%
CART vs RL
+221.0%
-169.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | +1.0% | -0.8% | +1.9% | +1.2% |
| 30D | +12.6% | -7.8% | +20.4% | +14.3% |
| 3M | +23.1% | -4.0% | +27.1% | +23.8% |
| 6M | +39.5% | -1.9% | +41.4% | +39.0% |
| YTD | +13.5% | -0.2% | +13.7% | +12.4% |
| 1Y | +14.9% | +10.7% | +4.2% | +10.7% |
| All | +51.5% | +221.0% | -169.4% | +8.8% |
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