+209.9%
BKNG vs ROST
+308.3%
-98.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.5% | -8.2% | -9.6% |
| 30D | -18.1% | -10.3% | -7.8% | -13.9% |
| 3M | +8.5% | -2.6% | +11.1% | +9.6% |
| 6M | -0.1% | +6.5% | -6.6% | -3.5% |
| YTD | -18.2% | +25.9% | -44.2% | -27.1% |
| 1Y | -19.9% | +52.3% | -72.2% | -34.8% |
| 3Y | +41.6% | +94.6% | -52.9% | +0.6% |
| 5Y | +93.1% | +111.1% | -18.0% | +27.3% |
| All | +209.9% | +308.3% | -98.4% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling