+57.6%
RKT vs CART
+39.2%
+18.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.9% |
| 7D | -7.5% | +1.2% | -8.7% | -7.7% |
| 30D | +26.6% | +17.8% | +8.8% | +23.1% |
| 3M | -2.4% | +20.7% | -23.1% | -5.5% |
| 6M | -7.4% | +49.7% | -57.1% | -13.1% |
| YTD | -29.2% | +30.0% | -59.2% | -32.8% |
| 1Y | -23.5% | +48.4% | -71.9% | -28.8% |
| 3Y | +73.9% | +132.0% | -58.0% | +39.4% |
| All | +57.6% | +39.2% | +18.4% | +26.4% |
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