+209.9%
BKNG vs RL
+308.3%
-98.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -2.2% | -8.5% | -9.8% |
| 30D | -18.1% | -15.3% | -2.8% | -12.6% |
| 3M | +8.5% | -10.3% | +18.9% | +13.1% |
| 6M | -0.1% | -2.2% | +2.2% | -0.1% |
| YTD | -18.2% | -4.3% | -13.9% | -17.7% |
| 1Y | -19.9% | +8.9% | -28.7% | -23.7% |
| 3Y | +41.6% | +201.4% | -159.8% | -14.6% |
| 5Y | +93.1% | +230.6% | -137.5% | +9.1% |
| All | +209.9% | +308.3% | -98.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling