+32,271.6%
BKNG vs RSP
+1,126.8%
+31,144.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -5.6% |
| 7D | -7.9% | -0.4% | -7.5% | -7.4% |
| 30D | -15.9% | -1.5% | -14.4% | -14.4% |
| 3M | +11.1% | +4.8% | +6.3% | +5.9% |
| 6M | -0.7% | +10.3% | -11.0% | -10.4% |
| YTD | -15.4% | +14.1% | -29.5% | -26.4% |
| 1Y | -18.5% | +17.0% | -35.5% | -31.1% |
| 3Y | +46.5% | +54.2% | -7.7% | -8.3% |
| 5Y | +98.8% | +51.5% | +47.3% | +28.7% |
| 10Y | +218.4% | +204.4% | +14.0% | -0.7% |
| All | +32,271.6% | +1,126.8% | +31,144.8% | +889.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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