-12.8%
BKNG vs ROL
-35.4%
+22.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | -6.0% | -1.4% | -4.6% | -5.7% |
| 30D | -6.6% | -4.1% | -2.5% | -5.8% |
| 3M | +15.7% | -22.5% | +38.2% | +21.3% |
| 6M | +14.1% | -37.7% | +51.8% | +24.8% |
| YTD | -9.3% | -39.6% | +30.2% | +0.3% |
| 1Y | -12.8% | -36.0% | +23.3% | -4.5% |
| All | -12.8% | -35.4% | +22.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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