+202.4%
BKNG vs RACE
+639.5%
-437.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.7% |
| 7D | -4.5% | -4.0% | -0.5% | -2.7% |
| 30D | +2.3% | +3.5% | -1.2% | +1.0% |
| 3M | -23.9% | -0.4% | -23.4% | -23.7% |
| 6M | +0.9% | +23.2% | -22.3% | -8.0% |
| YTD | -24.2% | +11.0% | -35.2% | -28.2% |
| 1Y | -21.4% | -2.2% | -19.2% | -21.5% |
| 3Y | +34.2% | +22.5% | +11.7% | +14.4% |
| 5Y | +68.3% | +63.2% | +5.1% | +22.3% |
| 10Y | +167.8% | +704.3% | -536.5% | +4.3% |
| All | +202.4% | +639.5% | -437.1% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling