-12.8%
BKNG vs RUN
-46.2%
+33.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -6.0% | +1.3% | -7.3% | -6.0% |
| 30D | -6.6% | -15.3% | +8.6% | -6.4% |
| 3M | +15.7% | -40.0% | +55.7% | +16.7% |
| 6M | +14.1% | -27.0% | +41.1% | +14.9% |
| YTD | -9.3% | -51.7% | +42.4% | -8.3% |
| 1Y | -12.8% | -45.9% | +33.1% | -10.9% |
| All | -12.8% | -46.2% | +33.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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