+164.6%
DOCN vs LUV
-26.3%
+191.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.6% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -9.6% | -18.4% | +8.8% | -0.2% |
| 3M | -37.7% | -3.2% | -34.5% | -37.5% |
| 6M | +115.2% | -14.8% | +130.1% | +127.2% |
| YTD | +133.7% | -2.9% | +136.6% | +123.8% |
| 1Y | +250.2% | +29.6% | +220.6% | +181.2% |
| 3Y | +320.3% | +35.2% | +285.1% | +207.1% |
| 5Y | +53.1% | -11.7% | +64.8% | +36.1% |
| All | +164.6% | -26.3% | +191.0% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling