+88.7%
RIO vs CART
+21.6%
+67.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | +4.0% | +12.6% | -8.6% | +3.1% |
| 3M | +0.1% | +23.1% | -23.0% | -1.4% |
| 6M | +12.7% | +39.5% | -26.8% | +9.6% |
| YTD | +35.6% | +13.5% | +22.0% | +33.9% |
| 1Y | +73.7% | +14.9% | +58.8% | +70.9% |
| All | +88.7% | +21.6% | +67.1% | +76.6% |
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