+84.8%
OKTA vs LUV
+40.8%
+44.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.9% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +13.0% | -12.4% | +25.4% | +15.4% |
| 3M | +41.7% | -11.0% | +52.7% | +44.0% |
| 6M | +105.9% | -5.0% | +110.9% | +106.2% |
| YTD | +92.6% | -3.8% | +96.3% | +90.0% |
| 1Y | +81.1% | +25.9% | +55.1% | +67.1% |
| 3Y | +84.8% | +42.2% | +42.6% | +42.2% |
| All | +84.8% | +40.8% | +44.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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