-1.8%
CARR vs DOCN
+110.0%
-111.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.8% |
| 7D | -0.7% | -20.0% | +19.4% | +0.1% |
| 30D | +0.3% | -38.8% | +39.1% | +1.8% |
| 3M | -14.9% | -34.8% | +19.9% | -13.9% |
| 6M | -14.9% | -22.8% | +7.9% | -13.4% |
| YTD | +7.0% | +74.6% | -67.6% | +6.3% |
| 1Y | -1.8% | +116.4% | -118.2% | -3.4% |
| All | -1.8% | +110.0% | -111.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling