+8.8%
ROP vs CART
+54.8%
-46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -2.9% | -0.6% | -2.4% | -2.8% |
| 30D | +30.1% | +23.1% | +7.0% | +23.7% |
| 3M | +19.9% | +19.2% | +0.7% | +14.6% |
| 6M | +46.0% | +45.7% | +0.3% | +32.7% |
| YTD | +8.4% | +30.9% | -22.5% | -1.0% |
| 1Y | +8.8% | +50.2% | -41.4% | -0.9% |
| All | +8.8% | +54.8% | -46.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling