+12.2%
LUV vs DOC
+21.2%
-9.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.6% |
| 30D | +14.2% | +7.7% | +6.5% | +10.1% |
| 3M | +0.6% | -2.0% | +2.6% | +1.6% |
| 6M | +15.1% | +5.9% | +9.2% | +11.7% |
| YTD | +10.2% | +31.8% | -21.6% | -5.1% |
| 1Y | +38.4% | +22.5% | +15.9% | +23.6% |
| 3Y | +107.5% | +54.7% | +52.8% | +62.0% |
| 5Y | +1.1% | -21.3% | +22.4% | +9.6% |
| All | +12.2% | +21.2% | -9.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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