+105.2%
ROST vs CART
+40.2%
+65.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +0.5% | +19.2% | -18.7% | -0.4% |
| 3M | -5.2% | +17.6% | -22.8% | -6.0% |
| 6M | +9.8% | +47.4% | -37.5% | +7.4% |
| YTD | +29.4% | +30.9% | -1.5% | +27.3% |
| 1Y | +44.4% | +46.0% | -1.6% | +40.7% |
| 3Y | +95.0% | +130.3% | -35.3% | +81.6% |
| All | +105.2% | +40.2% | +65.0% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling