+17.5%
LUV vs DAR
+366.1%
-348.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | -1.0% | -0.1% | -0.8% | -1.0% |
| 30D | -12.4% | +2.6% | -15.0% | -13.5% |
| 3M | -11.0% | +14.2% | -25.2% | -16.0% |
| 6M | -5.0% | +17.2% | -22.2% | -12.1% |
| YTD | -3.8% | +80.9% | -84.6% | -24.4% |
| 1Y | +25.9% | +104.0% | -78.1% | -6.5% |
| 3Y | +42.2% | +3.6% | +38.6% | +30.8% |
| 5Y | -10.8% | -7.8% | -3.0% | -18.6% |
| All | +17.5% | +366.1% | -348.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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