+52.0%
RIO vs CART
+37.6%
+14.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.5% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | -13.3% | +27.1% | -40.4% | -14.6% |
| 3M | -16.3% | +27.4% | -43.7% | -17.7% |
| 6M | -15.4% | +32.1% | -47.6% | -17.2% |
| YTD | +9.2% | +28.5% | -19.3% | +6.9% |
| 1Y | +26.5% | +58.8% | -32.3% | +21.6% |
| 3Y | +49.9% | +114.8% | -64.8% | +38.7% |
| All | +52.0% | +37.6% | +14.4% | +41.0% |
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 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