+790.5%
BKNG vs ROL
+4,900.6%
-4,110.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.3% |
| 7D | -13.1% | -3.3% | -9.8% | -11.8% |
| 30D | -18.5% | -7.2% | -11.3% | -15.8% |
| 3M | +5.8% | -27.0% | +32.7% | +20.5% |
| 6M | -2.1% | -39.5% | +37.4% | +20.5% |
| YTD | -18.6% | -41.8% | +23.1% | +1.4% |
| 1Y | -21.7% | -38.9% | +17.2% | -4.8% |
| 3Y | +40.9% | -0.4% | +41.3% | +36.0% |
| 5Y | +91.0% | -4.2% | +95.2% | +81.8% |
| 10Y | +213.2% | +208.2% | +5.0% | +60.9% |
| All | +790.5% | +4,900.6% | -4,110.2% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling