-12.8%
BKNG vs RNG
+144.7%
-157.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.3% |
| 7D | -6.0% | +5.8% | -11.8% | -7.0% |
| 30D | -6.6% | +19.6% | -26.2% | -9.7% |
| 3M | +15.7% | +67.0% | -51.3% | +5.2% |
| 6M | +14.1% | +88.4% | -74.2% | +0.8% |
| YTD | -9.3% | +155.5% | -164.8% | -24.0% |
| 1Y | -12.8% | +141.7% | -154.4% | -28.2% |
| All | -12.8% | +144.7% | -157.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling