+5.3%
ROL vs CART
+39.2%
-34.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +20.8% | +22.4% | -1.7% | +19.2% |
| 3M | +3.7% | +15.6% | -11.9% | +2.7% |
| 6M | -27.7% | +44.9% | -72.6% | -29.2% |
| YTD | -34.9% | +30.0% | -64.9% | -36.0% |
| 1Y | -33.3% | +56.6% | -89.9% | -35.2% |
| 3Y | +4.3% | +131.9% | -127.6% | -2.4% |
| All | +5.3% | +39.2% | -34.0% | -1.6% |
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 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