-13.6%
BKNG vs RIG
+43.0%
-56.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -7.6% | +17.5% | +8.3% |
| 7D | +15.6% | -18.8% | +34.3% | +11.7% |
| 30D | +8.0% | -1.1% | +9.1% | +7.7% |
| 3M | -11.8% | +4.4% | -16.2% | -10.8% |
| 6M | +3.8% | -20.8% | +24.5% | +2.6% |
| YTD | -19.6% | +32.0% | -51.6% | -19.6% |
| 1Y | -13.6% | +39.7% | -53.3% | -14.3% |
| All | -13.6% | +43.0% | -56.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling