+790.5%
BKNG vs ROP
+3,791.6%
-3,001.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.0% |
| 7D | -13.1% | -6.1% | -7.0% | -9.8% |
| 30D | -18.5% | -3.4% | -15.2% | -16.9% |
| 3M | +5.8% | +16.7% | -10.9% | -3.9% |
| 6M | -2.1% | +8.1% | -10.2% | -7.2% |
| YTD | -18.6% | -11.7% | -7.0% | -13.6% |
| 1Y | -21.7% | -24.2% | +2.6% | -9.1% |
| 3Y | +40.9% | -19.0% | +59.8% | +55.2% |
| 5Y | +91.0% | -15.9% | +106.8% | +103.1% |
| 10Y | +213.2% | +135.7% | +77.5% | +71.1% |
| All | +790.5% | +3,791.6% | -3,001.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling