+10.7%
CARR vs DKS
+13.6%
-3.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | -3.8% | -3.0% | -0.8% | -3.0% |
| 30D | -8.9% | -33.4% | +24.5% | -0.2% |
| 3M | -17.3% | -39.4% | +22.1% | -7.2% |
| 6M | -1.4% | -30.1% | +28.7% | +6.1% |
| YTD | +10.0% | -31.0% | +41.0% | +18.5% |
| 1Y | -6.4% | -40.2% | +33.8% | +4.5% |
| 3Y | +1.5% | +30.9% | -29.4% | -11.2% |
| All | +10.7% | +13.6% | -3.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling