+91.7%
BKNG vs RRC
+146.6%
-54.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -10.7% | -1.2% | -9.5% | -10.5% |
| 30D | -18.1% | +3.0% | -21.1% | -18.4% |
| 3M | +8.5% | +7.3% | +1.2% | +7.3% |
| 6M | -0.1% | +3.6% | -3.6% | -1.1% |
| YTD | -18.2% | +19.4% | -37.6% | -21.1% |
| 1Y | -19.9% | +21.4% | -41.3% | -23.3% |
| 3Y | +41.6% | +32.8% | +8.9% | +31.3% |
| All | +91.7% | +146.6% | -54.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling