+790.5%
BKNG vs RGEN
+6,502.0%
-5,711.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.5% |
| 7D | -13.1% | -4.6% | -8.5% | -12.6% |
| 30D | -18.5% | +1.2% | -19.7% | -18.7% |
| 3M | +5.8% | +26.8% | -21.1% | +2.3% |
| 6M | -2.1% | +29.1% | -31.2% | -5.8% |
| YTD | -18.6% | +0.7% | -19.4% | -19.2% |
| 1Y | -21.7% | +39.1% | -60.7% | -25.6% |
| 3Y | +40.9% | +2.2% | +38.6% | +35.1% |
| 5Y | +91.0% | -44.0% | +135.0% | +92.7% |
| 10Y | +213.2% | +412.7% | -199.6% | +131.4% |
| All | +790.5% | +6,502.0% | -5,711.5% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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