+1.8%
BKNG vs ROP
+9.3%
-7.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.9% | -5.3% |
| 7D | -7.9% | -5.4% | -2.4% | -5.4% |
| 30D | -15.9% | -1.6% | -14.3% | -15.3% |
| 3M | +11.1% | +18.8% | -7.8% | +3.4% |
| All | +1.8% | +9.3% | -7.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 6mo: compounded portfolio wealth divided by compounded ROP 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…
6mo analysis · Full analysis span regression · 6 months rolling