+209.9%
BKNG vs RACE
+832.2%
-622.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | -0.2% |
| 7D | -10.7% | -2.2% | -8.4% | -9.7% |
| 30D | -18.1% | -0.4% | -17.7% | -18.0% |
| 3M | +8.5% | +17.9% | -9.4% | +0.7% |
| 6M | -0.1% | +19.3% | -19.3% | -8.1% |
| YTD | -18.2% | +11.9% | -30.1% | -23.0% |
| 1Y | -19.9% | -12.7% | -7.1% | -16.8% |
| 3Y | +41.6% | +41.1% | +0.5% | +10.9% |
| 5Y | +93.1% | +94.1% | -0.9% | +26.5% |
| All | +209.9% | +832.2% | -622.3% | +22.0% |
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