+113.2%
LUV vs DOC
+54.0%
+59.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.5% |
| 7D | +6.6% | +4.3% | +2.3% | +4.5% |
| 30D | +11.2% | +9.2% | +2.0% | +6.6% |
| 3M | +3.6% | -0.8% | +4.5% | +3.9% |
| 6M | +13.1% | +7.1% | +6.0% | +9.3% |
| YTD | +13.6% | +34.0% | -20.4% | -2.1% |
| 1Y | +44.4% | +23.2% | +21.2% | +29.6% |
| 3Y | +113.2% | +53.6% | +59.6% | +66.8% |
| All | +113.2% | +54.0% | +59.2% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling