+194.3%
DIA vs CARR
+436.5%
-242.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +0.1% | +3.2% | -3.2% | -0.7% |
| 30D | -2.1% | -7.7% | +5.6% | -0.3% |
| 3M | +4.2% | -11.9% | +16.1% | +6.8% |
| 6M | +11.9% | +2.0% | +9.9% | +10.3% |
| YTD | +10.8% | +13.2% | -2.3% | +6.4% |
| 1Y | +17.5% | -8.5% | +26.0% | +18.3% |
| 3Y | +59.9% | +5.0% | +55.0% | +53.5% |
| 5Y | +64.1% | +12.0% | +52.2% | +50.4% |
| All | +194.3% | +436.5% | -242.1% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling