+58.4%
ROK vs CART
+21.6%
+36.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | +0.7% | +1.0% | -0.4% | +0.6% |
| 30D | -3.3% | +12.6% | -15.9% | -4.5% |
| 3M | -5.9% | +23.1% | -29.0% | -8.0% |
| 6M | +13.9% | +39.5% | -25.7% | +9.4% |
| YTD | +12.6% | +13.5% | -1.0% | +10.3% |
| 1Y | +28.6% | +14.9% | +13.7% | +25.5% |
| All | +58.4% | +21.6% | +36.8% | +42.6% |
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