-17.3%
ROP vs CART
+21.6%
-38.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | -4.4% | +1.0% | -5.5% | -4.6% |
| 30D | +3.2% | +12.6% | -9.4% | +1.8% |
| 3M | +23.1% | +23.1% | -0.1% | +20.0% |
| 6M | +13.3% | +39.5% | -26.2% | +8.7% |
| YTD | -7.9% | +13.5% | -21.4% | -10.0% |
| 1Y | -22.1% | +14.9% | -36.9% | -24.1% |
| All | -17.3% | +21.6% | -38.9% | -23.1% |
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