+174.3%
BKNG vs RACE
+729.2%
-554.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | -0.7% | +6.1% | -6.8% | -3.1% |
| 3M | -25.0% | -0.3% | -24.7% | -24.9% |
| 6M | +3.4% | +23.4% | -20.0% | -6.1% |
| YTD | -25.0% | +12.5% | -37.5% | -29.5% |
| 1Y | -20.7% | -0.5% | -20.2% | -21.4% |
| 3Y | +30.9% | +23.6% | +7.3% | +9.9% |
| 5Y | +66.6% | +65.4% | +1.1% | +17.0% |
| All | +174.3% | +729.2% | -554.9% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling