+627.8%
OKTA vs LUV
-18.2%
+646.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +13.8% | -14.6% | +28.4% | +17.8% |
| 3M | +48.9% | -5.7% | +54.6% | +50.2% |
| 6M | +114.9% | -8.4% | +123.4% | +117.2% |
| YTD | +97.9% | -5.1% | +103.0% | +95.5% |
| 1Y | +89.7% | +26.6% | +63.1% | +73.3% |
| 3Y | +95.8% | +39.7% | +56.1% | +68.2% |
| 5Y | -32.6% | -12.0% | -20.6% | -36.2% |
| All | +627.8% | -18.2% | +646.0% | +670.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling