+1,760.0%
LUV vs ROP
+24,791.5%
-23,031.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.6% |
| 7D | +3.1% | -5.4% | +8.5% | +4.7% |
| 30D | -17.4% | -1.6% | -15.8% | -17.2% |
| 3M | -4.9% | +18.8% | -23.7% | -9.9% |
| 6M | -5.7% | +8.2% | -13.9% | -8.6% |
| YTD | -5.2% | -10.5% | +5.3% | -3.4% |
| 1Y | +24.1% | -23.7% | +47.9% | +32.3% |
| 3Y | +39.6% | -17.9% | +57.5% | +45.7% |
| 5Y | -12.5% | -15.3% | +2.9% | -9.9% |
| 10Y | +12.9% | +133.4% | -120.4% | -10.9% |
| All | +1,760.0% | +24,791.5% | -23,031.5% | +675.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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