-3.3%
ROP vs CART
+38.4%
-41.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | +2.1% | +3.0% | -0.8% | +1.8% |
| 30D | +32.9% | +28.6% | +4.4% | +28.8% |
| 3M | +20.0% | +29.1% | -9.0% | +16.2% |
| 6M | +36.4% | +44.7% | -8.3% | +30.1% |
| YTD | +7.8% | +29.2% | -21.4% | +3.5% |
| 1Y | +8.0% | +66.2% | -58.2% | +1.4% |
| 3Y | -3.5% | +112.8% | -116.3% | -10.5% |
| All | -3.3% | +38.4% | -41.7% | -11.6% |
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