+37.3%
LUV vs DOC
+20.8%
+16.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.1% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | -18.4% | -4.8% | -13.6% | -16.6% |
| 3M | -3.2% | +6.9% | -10.1% | -6.4% |
| 6M | -14.8% | +20.7% | -35.6% | -22.4% |
| YTD | -2.9% | +34.1% | -37.0% | -16.1% |
| 1Y | +29.6% | +22.6% | +6.9% | +16.8% |
| All | +37.3% | +20.8% | +16.5% | +15.2% |
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