+21.7%
BKNG vs RDDT
+230.5%
-208.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -0.1% |
| 7D | -10.7% | -0.4% | -10.2% | -10.6% |
| 30D | -18.1% | -0.5% | -17.6% | -18.2% |
| 3M | +8.5% | -9.8% | +18.3% | +8.7% |
| 6M | -0.1% | +15.8% | -15.9% | -2.9% |
| YTD | -18.2% | -32.4% | +14.2% | -16.7% |
| 1Y | -19.9% | -40.0% | +20.2% | -17.9% |
| All | +21.7% | +230.5% | -208.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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