+29.6%
LUV vs RNG
+144.7%
-115.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +2.4% |
| 7D | +0.4% | +5.8% | -5.4% | +0.2% |
| 30D | -18.4% | +19.6% | -38.0% | -19.0% |
| 3M | -3.2% | +67.0% | -70.2% | -5.0% |
| 6M | -14.8% | +88.4% | -103.2% | -17.3% |
| YTD | -2.9% | +155.5% | -158.3% | -6.3% |
| 1Y | +29.6% | +141.7% | -112.1% | +24.6% |
| All | +29.6% | +144.7% | -115.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling