+6.5%
ROL vs CART
+40.2%
-33.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +3.0% | +1.3% | +1.7% | +2.9% |
| 30D | +19.8% | +19.2% | +0.6% | +18.4% |
| 3M | +7.9% | +17.6% | -9.7% | +6.7% |
| 6M | -25.6% | +47.4% | -73.0% | -27.3% |
| YTD | -34.1% | +30.9% | -65.0% | -35.2% |
| 1Y | -31.4% | +46.0% | -77.4% | -33.0% |
| 3Y | +4.7% | +130.3% | -125.6% | -2.0% |
| All | +6.5% | +40.2% | -33.6% | -0.4% |
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