-20.2%
BKNG vs ROL
-38.1%
+17.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -10.7% | -3.2% | -7.4% | -9.9% |
| 30D | -18.1% | -6.6% | -11.5% | -16.9% |
| 3M | +8.5% | -27.3% | +35.8% | +15.2% |
| 6M | -0.1% | -38.1% | +38.0% | +9.2% |
| YTD | -18.2% | -41.8% | +23.5% | -8.9% |
| All | -20.2% | -38.1% | +17.9% | -11.7% |
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