+795.1%
BKNG vs ROST
+11,046.9%
-10,251.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.9% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -17.9% | -6.9% | -11.0% | -15.5% |
| 3M | +6.6% | -3.3% | +9.9% | +7.8% |
| 6M | +1.1% | +9.0% | -8.0% | -2.8% |
| YTD | -18.2% | +28.9% | -47.1% | -26.7% |
| 1Y | -20.2% | +54.0% | -74.2% | -33.5% |
| 3Y | +39.9% | +100.7% | -60.9% | +3.2% |
| 5Y | +93.1% | +116.0% | -22.9% | +34.6% |
| 10Y | +214.8% | +318.4% | -103.6% | +64.2% |
| All | +795.1% | +11,046.9% | -10,251.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling