+120.6%
BKNG vs ROIV
+295.0%
-174.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +18.8% | -25.5% | -8.4% |
| 7D | -7.9% | +20.2% | -28.0% | -9.7% |
| 30D | -15.9% | +14.1% | -30.1% | -17.2% |
| 3M | +11.1% | +45.6% | -34.5% | +6.6% |
| 6M | -0.7% | +44.1% | -44.8% | -4.8% |
| YTD | -15.4% | +91.2% | -106.6% | -21.6% |
| 1Y | -18.5% | +221.3% | -239.8% | -28.7% |
| 3Y | +46.5% | +229.2% | -182.8% | +26.1% |
| 5Y | +98.8% | +316.5% | -217.7% | +54.9% |
| All | +120.6% | +295.0% | -174.4% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling