+91.7%
BKNG vs RIG
+62.5%
+29.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -10.7% | -4.2% | -6.5% | -10.3% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | +8.5% | -4.0% | +12.5% | +8.7% |
| 6M | -0.1% | -6.3% | +6.3% | -0.3% |
| YTD | -18.2% | +39.7% | -57.9% | -22.7% |
| 1Y | -19.9% | +78.1% | -97.9% | -27.1% |
| 3Y | +41.6% | -29.5% | +71.1% | +41.6% |
| All | +91.7% | +62.5% | +29.1% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling