+337.5%
BKNG vs RNG
+301.7%
+35.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -10.0% | -6.1% | -3.9% | -9.1% |
| 30D | -18.1% | +9.6% | -27.7% | -19.4% |
| 3M | +6.3% | +83.3% | -77.0% | -4.2% |
| 6M | +0.8% | +77.9% | -77.1% | -9.4% |
| YTD | -18.4% | +139.9% | -158.3% | -31.0% |
| 1Y | -20.4% | +121.7% | -142.0% | -32.0% |
| 3Y | +39.5% | +121.9% | -82.4% | +15.0% |
| 5Y | +92.7% | -68.4% | +161.0% | +99.9% |
| 10Y | +214.1% | +220.0% | -6.0% | +78.7% |
| All | +337.5% | +301.7% | +35.8% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling