+227.7%
LUV vs URA
-31.1%
+258.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -18.4% | +7.4% | -25.8% | -20.1% |
| 3M | -3.2% | -8.4% | +5.2% | -1.6% |
| 6M | -14.8% | -12.7% | -2.1% | -12.7% |
| YTD | -2.9% | +7.8% | -10.6% | -7.2% |
| 1Y | +29.6% | +19.5% | +10.1% | +18.6% |
| 3Y | +35.2% | +116.4% | -81.2% | +0.6% |
| 5Y | -11.7% | +134.3% | -146.0% | -38.9% |
| 10Y | +21.6% | +359.3% | -337.7% | -35.4% |
| All | +227.7% | -31.1% | +258.8% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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