+209.9%
BKNG vs RNG
+222.9%
-13.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -9.8% | -6.1% | -3.7% | -8.9% |
| 30D | -17.9% | +9.6% | -27.5% | -19.1% |
| 3M | +6.6% | +83.3% | -76.8% | -3.3% |
| 6M | +1.1% | +77.9% | -76.9% | -8.5% |
| YTD | -18.2% | +139.9% | -158.1% | -29.9% |
| 1Y | -20.2% | +121.7% | -141.8% | -31.0% |
| 3Y | +39.9% | +121.9% | -82.0% | +17.0% |
| 5Y | +93.1% | -68.4% | +161.5% | +94.6% |
| All | +209.9% | +222.9% | -13.0% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling