+26.8%
BKNG vs RBRK
+130.3%
-103.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -3.5% | -7.2% | -10.2% |
| 30D | -18.1% | -8.3% | -9.8% | -17.5% |
| 3M | +8.5% | +24.7% | -16.1% | +3.8% |
| 6M | -0.1% | +58.9% | -59.0% | -8.9% |
| YTD | -18.2% | +16.3% | -34.5% | -22.2% |
| 1Y | -19.9% | +10.1% | -30.0% | -23.7% |
| All | +26.8% | +130.3% | -103.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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