+3.4%
ROL vs CART
+38.4%
-34.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | +9.5% | +3.0% | +6.5% | +9.3% |
| 30D | +22.9% | +28.6% | -5.6% | +21.0% |
| 3M | +3.5% | +29.1% | -25.5% | +1.9% |
| 6M | -29.4% | +44.7% | -74.1% | -30.9% |
| YTD | -36.1% | +29.2% | -65.3% | -37.1% |
| 1Y | -34.4% | +66.2% | -100.5% | -36.4% |
| 3Y | +4.0% | +112.8% | -108.8% | -2.3% |
| All | +3.4% | +38.4% | -34.9% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling