+104.6%
ROST vs CART
+38.4%
+66.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +1.2% | +3.0% | -1.7% | +1.1% |
| 30D | +2.5% | +28.6% | -26.1% | +1.2% |
| 3M | -9.0% | +29.1% | -38.0% | -10.2% |
| 6M | +1.3% | +44.7% | -43.4% | -0.8% |
| YTD | +29.1% | +29.2% | -0.2% | +27.0% |
| 1Y | +45.4% | +66.2% | -20.7% | +40.3% |
| 3Y | +94.9% | +112.8% | -18.0% | +82.1% |
| All | +104.6% | +38.4% | +66.3% | +90.1% |
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