+91.0%
BKNG vs RACE
+87.3%
+3.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.4% |
| 7D | -13.1% | -2.6% | -10.5% | -12.1% |
| 30D | -18.5% | -1.1% | -17.4% | -18.2% |
| 3M | +5.8% | +12.5% | -6.8% | +0.3% |
| 6M | -2.1% | +17.4% | -19.5% | -9.3% |
| YTD | -18.6% | +10.1% | -28.8% | -22.8% |
| 1Y | -21.7% | -15.1% | -6.5% | -17.6% |
| 3Y | +40.9% | +38.9% | +2.0% | +3.3% |
| 5Y | +91.0% | +90.7% | +0.3% | +6.4% |
| All | +91.0% | +87.3% | +3.7% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling