+47.6%
ROK vs CART
+39.2%
+8.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +6.1% | +1.2% | +4.9% | +6.0% |
| 30D | -6.5% | +17.8% | -24.3% | -7.9% |
| 3M | -10.2% | +20.7% | -30.9% | -11.8% |
| 6M | -10.6% | +49.7% | -60.4% | -14.3% |
| YTD | +4.9% | +30.0% | -25.1% | +1.5% |
| 1Y | +3.8% | +48.4% | -44.6% | -1.1% |
| 3Y | +63.5% | +132.0% | -68.5% | +46.6% |
| All | +47.6% | +39.2% | +8.3% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling