+21.0%
LUV vs DOC
+15.7%
+5.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +4.8% | +6.5% | -1.7% | +1.6% |
| 30D | +6.5% | +9.2% | -2.6% | +2.0% |
| 3M | -4.9% | -2.5% | -2.4% | -3.7% |
| 6M | +8.1% | +7.1% | +1.0% | +4.3% |
| YTD | +9.0% | +33.0% | -24.0% | -6.5% |
| 1Y | +43.6% | +23.3% | +20.3% | +27.8% |
| 3Y | +101.4% | +44.9% | +56.5% | +62.6% |
| 5Y | -7.3% | -21.6% | +14.3% | +0.6% |
| All | +21.0% | +15.7% | +5.3% | +11.6% |
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