+40.2%
LUV vs RBA
+26.3%
+13.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +0.7% | -1.9% | +2.5% | +1.4% |
| 30D | -13.4% | -13.0% | -0.5% | -8.8% |
| 3M | -9.6% | -23.1% | +13.5% | -0.7% |
| 6M | -8.9% | -22.6% | +13.7% | -0.4% |
| YTD | -5.2% | -20.4% | +15.2% | +1.9% |
| 1Y | +27.0% | -29.6% | +56.6% | +43.4% |
| All | +40.2% | +26.3% | +13.9% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling