+4,437.6%
LUV vs RVTY
+2,416.7%
+2,020.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -18.4% | +13.2% | -31.6% | -21.2% |
| 3M | -3.2% | +27.2% | -30.5% | -9.5% |
| 6M | -14.8% | +32.4% | -47.2% | -21.2% |
| YTD | -2.9% | +34.9% | -37.7% | -11.0% |
| 1Y | +29.6% | +52.4% | -22.8% | +14.7% |
| 3Y | +35.2% | +12.3% | +22.9% | +27.1% |
| 5Y | -11.7% | -30.8% | +19.1% | -8.0% |
| 10Y | +21.6% | +150.7% | -129.1% | -10.6% |
| All | +4,437.6% | +2,416.7% | +2,020.9% | +1,392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling