+29.6%
LUV vs DRI
+6.9%
+22.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -18.4% | +3.8% | -22.3% | -20.0% |
| 3M | -3.2% | +13.0% | -16.2% | -9.3% |
| 6M | -14.8% | +8.3% | -23.2% | -18.8% |
| YTD | -2.9% | +20.6% | -23.5% | -11.1% |
| 1Y | +29.6% | +6.5% | +23.1% | +16.7% |
| All | +29.6% | +6.9% | +22.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling