+91.7%
BKNG vs ROST
+109.1%
-17.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.5% | -8.2% | -9.7% |
| 30D | -18.1% | -10.3% | -7.8% | -14.3% |
| 3M | +8.5% | -2.6% | +11.1% | +9.6% |
| 6M | -0.1% | +6.5% | -6.6% | -3.1% |
| YTD | -18.2% | +25.9% | -44.2% | -26.3% |
| 1Y | -19.9% | +52.3% | -72.2% | -33.5% |
| 3Y | +41.6% | +94.6% | -52.9% | +3.4% |
| All | +91.7% | +109.1% | -17.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling