+209.9%
BKNG vs RBA
+195.3%
+14.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -3.3% | -7.4% | -9.8% |
| 30D | -18.1% | -9.8% | -8.3% | -15.7% |
| 3M | +8.5% | -23.5% | +32.0% | +16.1% |
| 6M | -0.1% | -21.5% | +21.5% | +6.0% |
| YTD | -18.2% | -21.2% | +2.9% | -13.5% |
| 1Y | -19.9% | -30.2% | +10.3% | -12.4% |
| 3Y | +41.6% | +25.3% | +16.3% | +29.8% |
| 5Y | +93.1% | +35.1% | +58.0% | +69.4% |
| All | +209.9% | +195.3% | +14.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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