+193.1%
DIA vs CARR
+421.5%
-228.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | -1.6% | -3.8% | +2.2% | -0.7% |
| 30D | -2.0% | -8.9% | +6.9% | 0.0% |
| 3M | +3.6% | -17.3% | +20.9% | +7.8% |
| 6M | +11.5% | -1.4% | +12.9% | +10.7% |
| YTD | +10.4% | +10.0% | +0.4% | +6.6% |
| 1Y | +15.6% | -6.4% | +21.9% | +15.7% |
| 3Y | +58.9% | +1.5% | +57.3% | +53.6% |
| 5Y | +65.3% | +9.3% | +56.0% | +52.4% |
| All | +193.1% | +421.5% | -228.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling