+4,328.8%
LUV vs RRC
+1,198.8%
+3,130.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | -17.4% | +9.4% | -26.9% | -18.1% |
| 3M | -4.9% | +7.4% | -12.3% | -5.6% |
| 6M | -5.7% | +1.5% | -7.2% | -6.2% |
| YTD | -5.2% | +19.4% | -24.6% | -7.1% |
| 1Y | +24.1% | +24.2% | -0.1% | +20.9% |
| 3Y | +39.6% | +32.8% | +6.8% | +34.5% |
| 5Y | -12.5% | +152.9% | -165.4% | -21.2% |
| 10Y | +12.9% | +3.9% | +9.1% | -0.6% |
| All | +4,328.8% | +1,198.8% | +3,130.0% | +3,231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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