+29.6%
LUV vs RBA
-26.5%
+56.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.5% |
| 30D | -18.4% | -12.3% | -6.1% | -14.6% |
| 3M | -3.2% | -20.5% | +17.3% | +3.8% |
| 6M | -14.8% | -18.5% | +3.7% | -9.9% |
| YTD | -2.9% | -18.2% | +15.4% | +2.1% |
| 1Y | +29.6% | -27.5% | +57.1% | +37.7% |
| All | +29.6% | -26.5% | +56.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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