+414.1%
CARR vs DLTR
+80.8%
+333.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -4.1% | -9.4% | +5.3% | -2.5% |
| 30D | -11.0% | -7.3% | -3.6% | -9.9% |
| 3M | -16.4% | +7.6% | -23.9% | -17.8% |
| 6M | -2.4% | +1.6% | -3.9% | -3.6% |
| YTD | +8.4% | -3.5% | +12.0% | +7.9% |
| 1Y | -8.0% | +20.0% | -28.0% | -12.4% |
| 3Y | +0.6% | +2.3% | -1.7% | -3.7% |
| 5Y | +7.7% | +31.5% | -23.8% | -1.0% |
| All | +414.1% | +80.8% | +333.3% | +390.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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