+57.9%
RIO vs CART
+39.2%
+18.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +4.4% | +1.5% | +2.9% | +4.3% |
| 30D | -8.9% | +22.4% | -31.3% | -10.0% |
| 3M | -12.7% | +16.5% | -29.2% | -13.6% |
| 6M | -16.2% | +44.9% | -61.1% | -18.4% |
| YTD | +13.4% | +30.0% | -16.6% | +11.0% |
| 1Y | +30.9% | +59.1% | -28.2% | +25.9% |
| 3Y | +60.2% | +138.8% | -78.6% | +47.7% |
| All | +57.9% | +39.2% | +18.7% | +46.4% |
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