+52.7%
ROK vs CART
+112.9%
-60.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -13.8% | +3.0% | -16.8% | -14.1% |
| 30D | -14.9% | +28.6% | -43.5% | -17.3% |
| 3M | -14.7% | +29.1% | -43.7% | -17.3% |
| 6M | -17.7% | +44.7% | -62.4% | -21.5% |
| YTD | -2.5% | +29.2% | -31.7% | -6.2% |
| 1Y | +2.3% | +66.2% | -63.9% | -5.3% |
| 3Y | +52.7% | +112.8% | -60.1% | +28.3% |
| All | +52.7% | +112.9% | -60.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling