+42.2%
LUV vs RRX
+5.4%
+36.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.1% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -12.4% | -6.1% | -6.2% | -10.4% |
| 3M | -11.0% | -23.1% | +12.1% | -3.8% |
| 6M | -5.0% | -19.5% | +14.6% | -0.1% |
| YTD | -3.8% | +16.1% | -19.9% | -11.7% |
| 1Y | +25.9% | +12.9% | +13.0% | +16.0% |
| 3Y | +42.2% | +7.9% | +34.3% | +23.6% |
| All | +42.2% | +5.4% | +36.9% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling