+795.1%
BKNG vs RIO
+3,000.9%
-2,205.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +2.0% |
| 7D | -10.7% | -3.4% | -7.3% | -9.6% |
| 30D | -18.1% | +0.6% | -18.7% | -18.4% |
| 3M | +8.5% | +2.5% | +6.0% | +7.1% |
| 6M | -0.1% | +10.8% | -10.8% | -4.7% |
| YTD | -18.2% | +30.5% | -48.7% | -26.9% |
| 1Y | -19.9% | +68.1% | -88.0% | -34.8% |
| 3Y | +41.6% | +94.0% | -52.4% | +7.6% |
| 5Y | +93.1% | +92.0% | +1.1% | +44.3% |
| 10Y | +214.8% | +589.0% | -374.2% | +44.6% |
| All | +795.1% | +3,000.9% | -2,205.9% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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