+883.7%
LUV vs DAR
+1,762.6%
-878.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.1% | +2.4% |
| 7D | +0.4% | +1.4% | -0.9% | +0.3% |
| 30D | -18.4% | +12.8% | -31.2% | -19.3% |
| 3M | -3.2% | +7.4% | -10.6% | -4.0% |
| 6M | -14.8% | +22.3% | -37.1% | -16.5% |
| YTD | -2.9% | +81.1% | -83.9% | -7.5% |
| 1Y | +29.6% | +106.5% | -76.9% | +21.9% |
| 3Y | +35.2% | +5.3% | +29.9% | +32.6% |
| 5Y | -11.7% | -11.5% | -0.1% | -12.7% |
| 10Y | +21.6% | +353.3% | -331.8% | +8.9% |
| All | +883.7% | +1,762.6% | -878.9% | +763.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling