-36.0%
ROL vs CART
+14.4%
-50.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -1.4% | +1.0% | -2.5% | -1.4% |
| 30D | -4.1% | +12.6% | -16.7% | -4.1% |
| 3M | -22.5% | +23.1% | -45.6% | -22.2% |
| 6M | -37.7% | +39.5% | -77.2% | -36.8% |
| YTD | -39.6% | +13.5% | -53.1% | -39.5% |
| 1Y | -36.0% | +14.9% | -50.9% | -35.8% |
| All | -36.0% | +14.4% | -50.4% | -35.8% |
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