+15.2%
LUV vs RPRX
+57.8%
-42.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -0.8% |
| 7D | +3.1% | -2.8% | +5.9% | +4.0% |
| 30D | -17.4% | +7.2% | -24.6% | -19.3% |
| 3M | -4.9% | +10.9% | -15.8% | -8.1% |
| 6M | -5.7% | +34.6% | -40.3% | -14.3% |
| YTD | -5.2% | +59.0% | -64.1% | -17.9% |
| 1Y | +24.1% | +72.5% | -48.4% | +4.8% |
| 3Y | +39.6% | +124.1% | -84.5% | +8.3% |
| 5Y | -12.5% | +75.9% | -88.4% | -27.1% |
| All | +15.2% | +57.8% | -42.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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