-23.8%
LUV vs DBX
+19.3%
-43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -13.4% | 0.0% | -13.4% | -13.6% |
| 3M | -9.6% | +26.1% | -35.7% | -15.3% |
| 6M | -8.9% | +29.4% | -38.3% | -15.9% |
| YTD | -5.2% | +24.4% | -29.6% | -11.7% |
| 1Y | +27.0% | +10.9% | +16.2% | +21.6% |
| 3Y | +39.6% | +24.1% | +15.6% | +26.3% |
| 5Y | -14.4% | +7.8% | -22.2% | -22.2% |
| All | -23.8% | +19.3% | -43.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling