-2.1%
BKNG vs RRC
+0.1%
-2.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -4.0% |
| 7D | -13.1% | -1.7% | -11.4% | -13.7% |
| 30D | -18.5% | +3.6% | -22.1% | -17.4% |
| 3M | +5.8% | +8.8% | -3.1% | +9.6% |
| 6M | -2.1% | +0.8% | -2.9% | -2.2% |
| All | -2.1% | +0.1% | -2.2% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling