+89.6%
BKNG vs RGTI
+53.1%
+36.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -10.7% | -0.1% | -10.5% | -10.7% |
| 30D | -18.1% | -16.2% | -1.9% | -17.7% |
| 3M | +8.5% | -22.0% | +30.6% | +9.1% |
| 6M | -0.1% | -10.8% | +10.7% | -0.5% |
| YTD | -18.2% | -31.6% | +13.3% | -18.1% |
| 1Y | -19.9% | -6.4% | -13.5% | -21.2% |
| 3Y | +41.6% | +665.7% | -624.1% | +17.4% |
| 5Y | +93.1% | +55.6% | +37.5% | +83.5% |
| All | +89.6% | +53.1% | +36.5% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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