+477.1%
RGTI vs CART
+39.2%
+437.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.4% | -6.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | -19.2% | +17.8% | -37.0% | -23.3% |
| 3M | -43.9% | +20.7% | -64.6% | -47.6% |
| 6M | -45.8% | +49.7% | -95.5% | -53.5% |
| YTD | -53.4% | +30.0% | -83.4% | -58.3% |
| 1Y | -63.5% | +48.4% | -111.9% | -69.0% |
| 3Y | +964.9% | +132.0% | +833.0% | +621.7% |
| All | +477.1% | +39.2% | +437.9% | +309.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling