+4,328.8%
LUV vs DD
+959.7%
+3,369.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | -17.4% | -7.4% | -10.0% | -14.7% |
| 3M | -4.9% | -6.4% | +1.6% | -2.1% |
| 6M | -5.7% | -2.5% | -3.2% | -4.8% |
| YTD | -5.2% | +10.2% | -15.4% | -9.2% |
| 1Y | +24.1% | +36.9% | -12.8% | +8.2% |
| 3Y | +39.6% | +47.0% | -7.4% | +16.6% |
| 5Y | -12.5% | +63.1% | -75.6% | -30.6% |
| 10Y | +12.9% | +68.2% | -55.2% | -15.4% |
| All | +4,328.8% | +959.7% | +3,369.1% | +1,240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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