+69.8%
BKNG vs ROIV
+380.3%
-310.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -0.7% | +17.6% | -18.3% | -2.3% |
| 3M | -25.0% | +9.0% | -34.0% | -26.0% |
| 6M | +3.4% | +35.3% | -31.8% | -0.5% |
| YTD | -25.0% | +82.2% | -107.1% | -30.5% |
| 1Y | -20.7% | +92.3% | -112.9% | -27.1% |
| 3Y | +30.9% | +336.8% | -305.9% | +8.8% |
| All | +69.8% | +380.3% | -310.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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