-20.2%
BKNG vs RRX
+11.1%
-31.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.4% |
| 7D | -10.7% | -3.7% | -6.9% | -10.8% |
| 30D | -18.1% | -9.3% | -8.8% | -18.4% |
| 3M | +8.5% | -21.8% | +30.3% | +6.8% |
| 6M | -0.1% | -22.0% | +21.9% | -2.6% |
| YTD | -18.2% | +11.9% | -30.2% | -24.9% |
| All | -20.2% | +11.1% | -31.3% | -27.7% |
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