+6.0%
ROP vs CART
+47.6%
-41.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +29.7% | +17.8% | +11.9% | +24.6% |
| 3M | +21.2% | +20.7% | +0.5% | +15.7% |
| 6M | +48.3% | +49.7% | -1.5% | +33.9% |
| YTD | +8.4% | +30.0% | -21.6% | -0.9% |
| 1Y | +6.0% | +48.4% | -42.4% | -3.6% |
| All | +6.0% | +47.6% | -41.6% | -3.6% |
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 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