+229.4%
BKNG vs RUN
-33.9%
+263.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.7% |
| 7D | -10.7% | -3.4% | -7.3% | -10.4% |
| 30D | -18.1% | -14.0% | -4.1% | -17.0% |
| 3M | +8.5% | -27.5% | +36.0% | +11.3% |
| 6M | -0.1% | -29.0% | +28.9% | +2.0% |
| YTD | -18.2% | -53.1% | +34.9% | -14.4% |
| 1Y | -19.9% | -46.7% | +26.9% | -17.8% |
| 3Y | +41.6% | -38.3% | +79.9% | +26.7% |
| 5Y | +93.1% | -80.7% | +173.8% | +86.8% |
| 10Y | +214.8% | +42.4% | +172.4% | +124.9% |
| All | +229.4% | -33.9% | +263.3% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling