-50.3%
DOCS vs LUV
-22.3%
-28.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +21.8% | -18.4% | +40.2% | +30.9% |
| 3M | +27.3% | -3.2% | +30.5% | +28.1% |
| 6M | -0.3% | -14.8% | +14.5% | +4.2% |
| YTD | -40.5% | -2.9% | -37.6% | -41.8% |
| 1Y | -61.5% | +29.6% | -91.1% | -67.0% |
| 3Y | +8.2% | +35.2% | -27.0% | -14.6% |
| 5Y | -73.4% | -11.7% | -61.8% | -74.1% |
| All | -50.3% | -22.3% | -28.0% | -52.5% |
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