-12.8%
BKNG vs RACE
-16.2%
+3.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -6.0% | -2.5% | -3.5% | -5.3% |
| 30D | -6.6% | +0.8% | -7.4% | -6.9% |
| 3M | +15.7% | +17.2% | -1.5% | +10.9% |
| 6M | +14.1% | +13.6% | +0.6% | +9.1% |
| YTD | -9.3% | +12.2% | -21.5% | -13.9% |
| 1Y | -12.8% | -16.3% | +3.5% | -18.4% |
| All | -12.8% | -16.2% | +3.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling