+166.8%
LUV vs RCAT
-100.0%
+266.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.3% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -18.4% | -3.3% | -15.1% | -18.4% |
| 3M | -3.2% | -43.2% | +40.0% | -3.1% |
| 6M | -14.8% | -43.2% | +28.3% | -14.8% |
| YTD | -2.9% | +5.5% | -8.4% | -2.9% |
| 1Y | +29.6% | -1.6% | +31.2% | +29.5% |
| 3Y | +35.2% | +773.7% | -738.5% | +34.5% |
| 5Y | -11.7% | +187.6% | -199.3% | -12.1% |
| 10Y | +21.6% | -98.5% | +120.0% | +19.9% |
| All | +166.8% | -100.0% | +266.8% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling