-20.2%
BKNG vs RRC
+22.6%
-42.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.6% |
| 7D | -10.7% | -1.2% | -9.5% | -10.9% |
| 30D | -18.1% | +3.0% | -21.1% | -17.6% |
| 3M | +8.5% | +7.3% | +1.2% | +10.6% |
| 6M | -0.1% | +3.6% | -3.6% | +0.6% |
| YTD | -18.2% | +19.4% | -37.6% | -16.3% |
| All | -20.2% | +22.6% | -42.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling