+29.6%
LUV vs RRX
+14.9%
+14.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.4% | +3.4% | -3.0% | -0.8% |
| 30D | -18.4% | -11.1% | -7.3% | -14.9% |
| 3M | -3.2% | -23.7% | +20.5% | +4.7% |
| 6M | -14.8% | -22.0% | +7.1% | -10.6% |
| YTD | -2.9% | +16.5% | -19.3% | -12.6% |
| 1Y | +29.6% | +11.5% | +18.1% | +16.1% |
| All | +29.6% | +14.9% | +14.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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