+209.9%
BKNG vs RRX
+216.7%
-6.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.1% |
| 7D | -10.7% | -3.7% | -6.9% | -9.6% |
| 30D | -18.1% | -9.3% | -8.8% | -15.6% |
| 3M | +8.5% | -21.8% | +30.3% | +14.4% |
| 6M | -0.1% | -22.0% | +21.9% | +3.4% |
| YTD | -18.2% | +11.9% | -30.2% | -27.8% |
| 1Y | -19.9% | +11.6% | -31.5% | -29.8% |
| 3Y | +41.6% | +2.2% | +39.4% | +20.3% |
| 5Y | +93.1% | +14.9% | +78.2% | +49.3% |
| All | +209.9% | +216.7% | -6.8% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling