Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LUV vs RVTY✓SelectedUSD · RVTYLUV vs RVTY performance historyLatest closeAs of-2.40%09/08
Stock and ETF performance explorer

LUV vs RVTY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,328.8%
RVTY return
+2,356.0%
Excess return
+1,972.8%
Maximum drawdown
-78.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRVTYExcessAlpha
1D-2.4%-2.4%0.0%-1.8%
7D+3.1%+0.4%+2.7%+3.0%
30D-17.4%+10.8%-28.3%-19.8%
3M-4.9%+26.8%-31.7%-10.9%
6M-5.7%+39.3%-45.0%-13.9%
YTD-5.2%+31.6%-36.8%-12.6%
1Y+24.1%+47.7%-23.6%+10.8%
3Y+39.6%+19.9%+19.7%+29.1%
5Y-12.5%-32.3%+19.9%-8.3%
10Y+12.9%+138.4%-125.5%-15.9%
All+4,328.8%+2,356.0%+1,972.8%+1,365.8%

Cumulative growth

Daily Returns

Daily percentage return beside RVTY.

Daily Out/Under-Performance

Portfolio return minus RVTY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling