-20.2%
BKNG vs RIG
+80.3%
-100.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.7% |
| 7D | -10.7% | -4.2% | -6.5% | -11.2% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | +8.5% | -4.0% | +12.5% | +9.0% |
| 6M | -0.1% | -6.3% | +6.3% | +0.2% |
| YTD | -18.2% | +39.7% | -57.9% | -16.0% |
| All | -20.2% | +80.3% | -100.5% | -16.2% |
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