+20.0%
LUV vs DOC
+23.6%
-3.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | +14.0% | +8.1% | +5.9% | +9.7% |
| 3M | +2.6% | +0.9% | +1.7% | +2.1% |
| 6M | +17.3% | +6.3% | +11.0% | +13.6% |
| YTD | +14.0% | +33.8% | -19.8% | -2.6% |
| 1Y | +47.9% | +21.6% | +26.2% | +32.5% |
| 3Y | +114.0% | +53.4% | +60.6% | +67.7% |
| 5Y | +3.2% | -21.0% | +24.2% | +11.6% |
| 10Y | +20.0% | +22.5% | -2.5% | +7.8% |
| All | +20.0% | +23.6% | -3.6% | +7.8% |
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