+39.8%
BKNG vs RL
+199.8%
-160.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -2.2% | -8.5% | -10.0% |
| 30D | -18.1% | -15.3% | -2.8% | -13.5% |
| 3M | +8.5% | -10.3% | +18.9% | +12.4% |
| 6M | -0.1% | -2.2% | +2.2% | +0.2% |
| YTD | -18.2% | -4.3% | -13.9% | -17.5% |
| 1Y | -19.9% | +8.9% | -28.7% | -22.6% |
| All | +39.8% | +199.8% | -160.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling