+209.9%
BKNG vs ROL
+210.1%
-0.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -10.7% | -3.2% | -7.4% | -9.8% |
| 30D | -18.1% | -6.6% | -11.5% | -16.4% |
| 3M | +8.5% | -27.3% | +35.8% | +18.8% |
| 6M | -0.1% | -38.1% | +38.0% | +14.4% |
| YTD | -18.2% | -41.8% | +23.5% | -4.9% |
| 1Y | -19.9% | -37.8% | +17.9% | -8.8% |
| 3Y | +41.6% | -0.3% | +41.9% | +38.6% |
| 5Y | +93.1% | -5.1% | +98.2% | +88.1% |
| All | +209.9% | +210.1% | -0.2% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling