+17.5%
LUV vs RCAT
-98.5%
+116.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | -1.0% | -4.9% | +3.9% | -0.9% |
| 30D | -12.4% | -22.9% | +10.5% | -12.2% |
| 3M | -11.0% | -33.7% | +22.7% | -10.8% |
| 6M | -5.0% | -50.7% | +45.8% | -4.7% |
| YTD | -3.8% | +0.4% | -4.2% | -4.1% |
| 1Y | +25.9% | -27.6% | +53.6% | +25.7% |
| 3Y | +42.2% | +753.2% | -710.9% | +39.4% |
| 5Y | -10.8% | +183.3% | -194.0% | -12.4% |
| All | +17.5% | -98.5% | +116.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling