+425.9%
CARR vs DLR
+70.2%
+355.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | +0.6% | +2.9% | -2.3% | -0.5% |
| 30D | -8.7% | -1.2% | -7.5% | -8.3% |
| 3M | -18.4% | +2.9% | -21.3% | -19.8% |
| 6M | -0.6% | +6.7% | -7.3% | -3.6% |
| YTD | +10.9% | +23.9% | -12.9% | +1.1% |
| 1Y | -7.3% | +18.6% | -25.9% | -14.6% |
| 3Y | +2.9% | +59.7% | -56.8% | -17.0% |
| 5Y | +9.6% | +42.1% | -32.4% | -9.9% |
| All | +425.9% | +70.2% | +355.7% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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