+425.9%
CARR vs DKS
+890.1%
-464.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | -8.7% | -37.7% | +29.1% | +1.3% |
| 3M | -18.4% | -38.9% | +20.6% | -9.2% |
| 6M | -0.6% | -31.1% | +30.5% | +6.9% |
| YTD | +10.9% | -31.8% | +42.7% | +19.5% |
| 1Y | -7.3% | -38.0% | +30.8% | +1.9% |
| 3Y | +2.9% | +28.6% | -25.7% | -8.2% |
| 5Y | +9.6% | +12.5% | -2.9% | -4.1% |
| All | +425.9% | +890.1% | -464.2% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling