+107.5%
LUV vs RCAT
+331.8%
-224.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | +1.1% | -5.9% | +7.0% | +1.3% |
| 30D | +14.2% | -19.7% | +33.9% | +15.0% |
| 3M | +0.6% | -62.9% | +63.5% | +4.5% |
| 6M | +15.1% | -59.6% | +74.6% | +18.3% |
| YTD | +10.2% | -52.1% | +62.3% | +10.6% |
| 1Y | +38.4% | -50.9% | +89.3% | +38.3% |
| 3Y | +107.5% | +333.8% | -226.3% | +92.4% |
| All | +107.5% | +331.8% | -224.3% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling