-0.9%
LUV vs DOC
-19.7%
+18.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.3% |
| 7D | +5.3% | +5.9% | -0.5% | +2.5% |
| 30D | +11.1% | +10.3% | +0.9% | +6.0% |
| 3M | -1.1% | -2.2% | +1.1% | -0.1% |
| 6M | +13.1% | +8.2% | +4.9% | +8.6% |
| YTD | +13.5% | +35.4% | -21.8% | -3.2% |
| 1Y | +45.2% | +23.6% | +21.6% | +29.4% |
| 3Y | +111.4% | +57.3% | +54.1% | +63.8% |
| 5Y | -0.9% | -19.6% | +18.7% | +7.8% |
| All | -0.9% | -19.7% | +18.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling