-12.8%
BKNG vs RRX
+14.9%
-27.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -6.0% | +3.4% | -9.5% | -5.9% |
| 30D | -6.6% | -11.1% | +4.5% | -7.0% |
| 3M | +15.7% | -23.7% | +39.4% | +14.4% |
| 6M | +14.1% | -22.0% | +36.1% | +11.7% |
| YTD | -9.3% | +16.5% | -25.8% | -16.6% |
| 1Y | -12.8% | +11.5% | -24.3% | -20.3% |
| All | -12.8% | +14.9% | -27.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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