+6.2%
ROL vs CART
+111.7%
-105.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | +11.7% | +1.2% | +10.5% | +11.7% |
| 30D | +27.7% | +27.1% | +0.6% | +25.8% |
| 3M | +3.7% | +27.4% | -23.8% | +2.1% |
| 6M | -27.8% | +32.1% | -59.9% | -29.0% |
| YTD | -34.7% | +28.5% | -63.2% | -35.7% |
| 1Y | -34.1% | +58.8% | -92.9% | -36.0% |
| All | +6.2% | +111.7% | -105.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling