-13.6%
BKNG vs RRX
+30.0%
-43.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.6% | +13.5% | +9.6% |
| 7D | +15.6% | +7.6% | +7.9% | +15.9% |
| 30D | +8.0% | +7.5% | +0.5% | +8.4% |
| 3M | -11.8% | -21.0% | +9.2% | -12.6% |
| 6M | +3.8% | -18.1% | +21.9% | +2.4% |
| YTD | -19.6% | +24.3% | -43.9% | -28.9% |
| 1Y | -13.6% | +29.3% | -42.9% | -25.6% |
| All | -13.6% | +30.0% | -43.6% | -25.6% |
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