-3.5%
RKT vs CART
+60.1%
-63.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +17.7% | +3.0% | +14.7% | +16.8% |
| 30D | +31.6% | +28.6% | +3.1% | +22.5% |
| 3M | +13.9% | +29.1% | -15.2% | +6.0% |
| 6M | +2.8% | +44.7% | -41.9% | -6.3% |
| YTD | -22.2% | +29.2% | -51.4% | -29.1% |
| 1Y | -3.5% | +66.2% | -69.7% | -29.6% |
| All | -3.5% | +60.1% | -63.6% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling