+99.5%
ROST vs CART
+112.9%
-13.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.7% |
| 30D | +6.6% | +22.4% | -15.8% | +5.4% |
| 3M | -7.0% | +16.5% | -23.5% | -7.7% |
| 6M | +5.4% | +44.9% | -39.5% | +3.1% |
| YTD | +32.4% | +30.0% | +2.4% | +30.2% |
| 1Y | +48.4% | +59.1% | -10.7% | +43.4% |
| 3Y | +99.5% | +138.8% | -39.3% | +83.1% |
| All | +99.5% | +112.9% | -13.4% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling