+29.6%
LUV vs OSCR
+75.7%
-46.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.4% | +5.8% | -5.4% | -0.2% |
| 30D | -18.4% | +7.1% | -25.5% | -19.1% |
| 3M | -3.2% | +36.7% | -39.9% | -6.9% |
| 6M | -14.8% | +114.3% | -129.1% | -24.5% |
| YTD | -2.9% | +124.4% | -127.3% | -14.0% |
| 1Y | +29.6% | +75.5% | -45.9% | +18.2% |
| All | +29.6% | +75.7% | -46.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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