-0.4%
ROP vs CART
+37.6%
-38.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | 0.0% |
| 7D | +9.2% | +1.2% | +8.0% | +9.0% |
| 30D | +35.5% | +27.1% | +8.4% | +31.5% |
| 3M | +24.4% | +27.4% | -3.0% | +20.6% |
| 6M | +38.0% | +32.1% | +5.9% | +32.9% |
| YTD | +11.1% | +28.5% | -17.4% | +6.7% |
| 1Y | +10.9% | +58.8% | -47.9% | +4.6% |
| 3Y | -0.5% | +114.8% | -115.2% | -7.6% |
| All | -0.4% | +37.6% | -38.0% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling