+61.7%
RKT vs CART
+21.6%
+40.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +1.4% | +12.6% | -11.2% | -0.4% |
| 3M | +6.3% | +23.1% | -16.8% | +3.1% |
| 6M | -15.5% | +39.5% | -55.0% | -19.6% |
| YTD | -27.4% | +13.5% | -40.9% | -29.4% |
| 1Y | -26.6% | +14.9% | -41.4% | -29.0% |
| All | +61.7% | +21.6% | +40.1% | +32.9% |
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