+396.3%
LUV vs DG
+577.8%
-181.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.6% |
| 7D | +3.1% | -2.5% | +5.6% | +3.6% |
| 30D | -17.4% | +1.0% | -18.4% | -17.7% |
| 3M | -4.9% | +20.3% | -25.2% | -8.6% |
| 6M | -5.7% | -11.7% | +6.0% | -3.7% |
| YTD | -5.2% | -2.3% | -2.9% | -5.3% |
| 1Y | +24.1% | +20.0% | +4.1% | +18.5% |
| 3Y | +39.6% | +7.2% | +32.4% | +31.1% |
| 5Y | -12.5% | -37.9% | +25.5% | -7.5% |
| 10Y | +12.9% | +107.3% | -94.4% | -17.1% |
| All | +396.3% | +577.8% | -181.5% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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