+795.1%
BKNG vs RRX
+1,290.2%
-495.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.3% |
| 7D | -10.7% | -3.7% | -6.9% | -9.3% |
| 30D | -18.1% | -9.3% | -8.8% | -15.0% |
| 3M | +8.5% | -21.8% | +30.3% | +16.2% |
| 6M | -0.1% | -22.0% | +21.9% | +4.6% |
| YTD | -18.2% | +11.9% | -30.2% | -28.4% |
| 1Y | -19.9% | +11.6% | -31.5% | -30.4% |
| 3Y | +41.6% | +2.2% | +39.4% | +18.1% |
| 5Y | +93.1% | +14.9% | +78.2% | +47.6% |
| 10Y | +214.8% | +214.2% | +0.6% | +40.7% |
| All | +795.1% | +1,290.2% | -495.1% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling