-13.6%
BKNG vs RTX
+14.1%
-27.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.5% | +10.2% |
| 7D | +15.6% | +1.3% | +14.2% | +15.2% |
| 30D | +8.0% | +7.6% | +0.3% | +6.6% |
| 3M | -11.8% | -8.6% | -3.1% | -10.9% |
| 6M | +3.8% | +15.6% | -11.9% | +2.5% |
| YTD | -19.6% | +9.4% | -29.0% | -21.5% |
| 1Y | -13.6% | +14.7% | -28.3% | -16.8% |
| All | -13.6% | +14.1% | -27.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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