+790.5%
BKNG vs RMBS
+424.3%
+366.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.0% |
| 7D | -13.1% | +3.5% | -16.6% | -13.6% |
| 30D | -18.5% | -8.6% | -9.9% | -17.5% |
| 3M | +5.8% | -40.3% | +46.1% | +13.6% |
| 6M | -2.1% | -1.0% | -1.1% | -5.9% |
| YTD | -18.6% | -4.6% | -14.0% | -21.9% |
| 1Y | -21.7% | +17.6% | -39.2% | -28.6% |
| 3Y | +40.9% | +58.6% | -17.8% | +16.5% |
| 5Y | +91.0% | +270.9% | -180.0% | +34.5% |
| 10Y | +213.2% | +569.1% | -355.9% | +96.3% |
| All | +790.5% | +424.3% | +366.2% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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