+790.5%
BKNG vs RRC
+2,006.6%
-1,216.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.7% |
| 7D | -13.1% | -1.7% | -11.4% | -12.8% |
| 30D | -18.5% | +3.6% | -22.1% | -19.1% |
| 3M | +5.8% | +8.8% | -3.1% | +3.7% |
| 6M | -2.1% | +0.8% | -2.9% | -3.0% |
| YTD | -18.6% | +19.0% | -37.6% | -22.1% |
| 1Y | -21.7% | +22.9% | -44.6% | -25.9% |
| 3Y | +40.9% | +32.3% | +8.6% | +29.0% |
| 5Y | +91.0% | +151.6% | -60.6% | +46.9% |
| 10Y | +213.2% | +5.5% | +207.7% | +139.8% |
| All | +790.5% | +2,006.6% | -1,216.1% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling