+196.2%
RDDT vs CART
+28.0%
+168.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -1.1% |
| 7D | +3.3% | -4.1% | +7.4% | +4.9% |
| 30D | -7.6% | -4.3% | -3.3% | -6.3% |
| 3M | -12.7% | +13.1% | -25.8% | -17.0% |
| 6M | +7.2% | +26.0% | -18.9% | -2.7% |
| YTD | -35.0% | +6.7% | -41.7% | -37.6% |
| 1Y | -35.0% | +6.3% | -41.3% | -38.1% |
| All | +196.2% | +28.0% | +168.2% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling