+206.2%
RDDT vs CART
+36.2%
+170.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +1.0% | +1.0% | -0.1% | +0.6% |
| 30D | -0.5% | +12.6% | -13.1% | -4.9% |
| 3M | -16.0% | +23.1% | -39.1% | -22.6% |
| 6M | +4.9% | +39.5% | -34.7% | -8.3% |
| YTD | -32.8% | +13.5% | -46.3% | -36.9% |
| 1Y | -33.5% | +14.9% | -48.3% | -38.3% |
| All | +206.2% | +36.2% | +170.0% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling