+91.7%
BKNG vs RMD
-22.6%
+114.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -4.2% | -6.5% | -9.7% |
| 30D | -18.1% | -2.1% | -16.0% | -17.6% |
| 3M | +8.5% | +13.8% | -5.2% | +5.1% |
| 6M | -0.1% | -10.6% | +10.6% | +2.2% |
| YTD | -18.2% | -8.1% | -10.1% | -17.2% |
| 1Y | -19.9% | -18.0% | -1.9% | -16.8% |
| 3Y | +41.6% | +52.9% | -11.3% | +22.5% |
| All | +91.7% | -22.6% | +114.2% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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