+198.1%
DOCN vs LUV
-28.1%
+226.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.4% | +15.0% | +13.8% |
| 7D | +16.3% | +3.1% | +13.2% | +14.3% |
| 30D | +2.0% | -17.4% | +19.5% | +11.8% |
| 3M | -25.2% | -4.9% | -20.3% | -24.5% |
| 6M | +132.7% | -5.7% | +138.4% | +133.4% |
| YTD | +163.3% | -5.2% | +168.5% | +154.8% |
| 1Y | +280.3% | +24.1% | +256.2% | +212.1% |
| 3Y | +371.8% | +39.6% | +332.2% | +235.8% |
| 5Y | +87.1% | -12.5% | +99.6% | +68.0% |
| All | +198.1% | -28.1% | +226.2% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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