+110.8%
ROKU vs CART
+21.6%
+89.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.5% |
| 7D | -1.3% | +1.0% | -2.4% | -1.5% |
| 30D | +5.9% | +12.6% | -6.7% | +3.1% |
| 3M | +23.9% | +23.1% | +0.8% | +18.0% |
| 6M | +59.6% | +39.5% | +20.0% | +46.9% |
| YTD | +43.4% | +13.5% | +29.9% | +37.5% |
| 1Y | +60.2% | +14.9% | +45.3% | +52.2% |
| All | +110.8% | +21.6% | +89.2% | +74.7% |
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