+414.1%
CARR vs DAL
+247.0%
+167.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.0% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -11.0% | -13.5% | +2.5% | -6.5% |
| 3M | -16.4% | +2.6% | -18.9% | -17.3% |
| 6M | -2.4% | +32.7% | -35.1% | -11.8% |
| YTD | +8.4% | +13.6% | -5.2% | +2.6% |
| 1Y | -8.0% | +28.8% | -36.8% | -17.0% |
| 3Y | +0.6% | +98.2% | -97.6% | -25.1% |
| 5Y | +7.7% | +105.9% | -98.2% | -23.8% |
| All | +414.1% | +247.0% | +167.1% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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