+795.1%
BKNG vs RSG
+3,419.9%
-2,624.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -1.8% | -8.9% | -10.1% |
| 30D | -18.1% | +2.8% | -20.9% | -18.9% |
| 3M | +8.5% | +4.3% | +4.2% | +6.9% |
| 6M | -0.1% | -0.5% | +0.5% | -0.3% |
| YTD | -18.2% | +5.2% | -23.5% | -20.1% |
| 1Y | -19.9% | -2.1% | -17.7% | -19.8% |
| 3Y | +41.6% | +56.5% | -14.9% | +19.8% |
| 5Y | +93.1% | +89.5% | +3.6% | +52.2% |
| 10Y | +214.8% | +424.8% | -210.0% | +80.9% |
| All | +795.1% | +3,419.9% | -2,624.9% | +351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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