+70.4%
RKT vs CART
+37.6%
+32.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +24.3% | +1.2% | +23.1% | +24.1% |
| 30D | +27.9% | +27.1% | +0.8% | +22.7% |
| 3M | +6.9% | +27.4% | -20.5% | +2.6% |
| 6M | +5.2% | +32.1% | -26.9% | +0.2% |
| YTD | -23.5% | +28.5% | -51.9% | -27.2% |
| 1Y | -9.1% | +58.8% | -67.9% | -16.1% |
| 3Y | +81.5% | +114.8% | -33.3% | +46.8% |
| All | +70.4% | +37.6% | +32.8% | +36.9% |
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