-40.0%
RDDT vs CART
+4.1%
-44.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.6% |
| 7D | -0.4% | -8.7% | +8.2% | +2.9% |
| 30D | -0.5% | -4.4% | +3.8% | +0.9% |
| 3M | -9.8% | +14.6% | -24.4% | -14.9% |
| 6M | +15.8% | +24.4% | -8.6% | +5.5% |
| YTD | -32.4% | +5.0% | -37.4% | -35.5% |
| 1Y | -40.0% | +0.5% | -40.6% | -48.2% |
| All | -40.0% | +4.1% | -44.1% | -48.2% |
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