+4,121.6%
LUV vs RIO
+6,036.1%
-1,914.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | -13.4% | +4.0% | -17.5% | -14.4% |
| 3M | -9.6% | +4.5% | -14.1% | -10.8% |
| 6M | -8.9% | +17.3% | -26.2% | -12.8% |
| YTD | -5.2% | +36.2% | -41.3% | -12.8% |
| 1Y | +27.0% | +76.1% | -49.1% | +9.3% |
| 3Y | +39.6% | +102.5% | -62.9% | +15.5% |
| 5Y | -14.4% | +103.5% | -117.9% | -30.7% |
| 10Y | +17.3% | +619.2% | -601.9% | -30.5% |
| All | +4,121.6% | +6,036.1% | -1,914.5% | +1,121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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