+5,216.4%
LUV vs DOC
+2,934.4%
+2,282.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.7% |
| 7D | +6.8% | +8.7% | -1.9% | +3.6% |
| 30D | +10.9% | +7.6% | +3.3% | +8.0% |
| 3M | -4.2% | -5.3% | +1.0% | -2.3% |
| 6M | +22.1% | +27.6% | -5.5% | +11.0% |
| YTD | +13.8% | +32.4% | -18.6% | +2.0% |
| 1Y | +59.2% | +22.9% | +36.4% | +46.6% |
| 3Y | +108.8% | +43.1% | +65.7% | +80.4% |
| 5Y | +3.0% | -21.4% | +24.4% | +9.6% |
| 10Y | +30.1% | +16.8% | +13.3% | +17.3% |
| All | +5,216.4% | +2,934.4% | +2,282.0% | +1,510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling