-22.7%
LUV vs DBX
+22.6%
-45.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | -1.0% | +2.1% | -3.1% | -1.5% |
| 30D | -12.4% | +5.7% | -18.1% | -13.7% |
| 3M | -11.0% | +31.8% | -42.8% | -17.4% |
| 6M | -5.0% | +37.5% | -42.4% | -13.6% |
| YTD | -3.8% | +27.9% | -31.7% | -11.0% |
| 1Y | +25.9% | +15.0% | +10.9% | +19.4% |
| 3Y | +42.2% | +27.2% | +15.1% | +27.9% |
| 5Y | -10.8% | +12.8% | -23.5% | -19.8% |
| All | -22.7% | +22.6% | -45.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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