+7.4%
ROK vs CART
+49.3%
-41.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +7.1% | +1.3% | +5.8% | +7.0% |
| 30D | -5.0% | +19.2% | -24.1% | -5.5% |
| 3M | -9.4% | +17.6% | -26.9% | -9.8% |
| 6M | -11.0% | +47.4% | -58.4% | -12.6% |
| YTD | +4.4% | +30.9% | -26.4% | -0.2% |
| 1Y | +7.4% | +46.0% | -38.6% | +3.1% |
| All | +7.4% | +49.3% | -41.8% | +3.1% |
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