+38.4%
LUV vs RBA
-5.8%
+44.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +14.2% | +8.3% | +5.9% | +10.9% |
| 3M | +0.6% | +10.5% | -9.9% | -3.1% |
| 6M | +15.1% | -5.9% | +20.9% | +15.7% |
| YTD | +10.2% | -6.9% | +17.1% | +6.3% |
| 1Y | +38.4% | -4.9% | +43.3% | +30.4% |
| All | +38.4% | -5.8% | +44.3% | +30.4% |
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