+103.1%
ROST vs CART
+14.3%
+88.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | -0.1% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | -10.0% | -4.3% | -5.7% | -9.8% |
| 3M | +1.2% | +13.1% | -11.9% | +0.4% |
| 6M | +8.9% | +26.0% | -17.1% | +7.2% |
| YTD | +28.1% | +6.7% | +21.3% | +27.3% |
| 1Y | +53.0% | +6.3% | +46.7% | +51.7% |
| All | +103.1% | +14.3% | +88.8% | +90.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling