+42.2%
LUV vs OSCR
+401.8%
-359.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -12.4% | +10.7% | -23.0% | -13.2% |
| 3M | -11.0% | +13.4% | -24.3% | -12.3% |
| 6M | -5.0% | +144.6% | -149.5% | -13.8% |
| YTD | -3.8% | +128.0% | -131.8% | -12.3% |
| 1Y | +25.9% | +68.7% | -42.7% | +17.0% |
| 3Y | +42.2% | +398.8% | -356.5% | +6.8% |
| All | +42.2% | +401.8% | -359.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling