+749.2%
RGTI vs CART
+21.6%
+727.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -2.5% | +1.0% | -3.6% | -2.8% |
| 30D | -9.4% | +12.6% | -22.0% | -13.3% |
| 3M | -37.1% | +23.1% | -60.2% | -41.8% |
| 6M | -14.4% | +39.5% | -53.9% | -25.3% |
| YTD | -31.4% | +13.5% | -44.9% | -35.7% |
| 1Y | +0.5% | +14.9% | -14.3% | -7.5% |
| All | +749.2% | +21.6% | +727.6% | +530.8% |
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