+4,331.1%
LUV vs RRX
+3,748.6%
+582.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.7% |
| 7D | -0.1% | -3.7% | +3.6% | +1.2% |
| 30D | -14.6% | -9.3% | -5.3% | -11.8% |
| 3M | -5.7% | -21.8% | +16.1% | +1.3% |
| 6M | -8.4% | -22.0% | +13.6% | -2.3% |
| YTD | -5.1% | +11.9% | -17.1% | -10.9% |
| 1Y | +26.6% | +11.6% | +15.0% | +18.4% |
| 3Y | +39.7% | +2.2% | +37.5% | +29.2% |
| 5Y | -12.0% | +14.9% | -26.9% | -23.3% |
| 10Y | +17.3% | +214.2% | -196.9% | -26.8% |
| All | +4,331.1% | +3,748.6% | +582.5% | +1,568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling