-13.6%
BKNG vs RVTY
+74.0%
-87.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.5% | +12.3% | +10.4% |
| 7D | +15.6% | -3.6% | +19.1% | +16.4% |
| 30D | +8.0% | +1.4% | +6.6% | +7.3% |
| 3M | -11.8% | +43.2% | -55.0% | -20.3% |
| 6M | +3.8% | +84.5% | -80.7% | -13.7% |
| YTD | -19.6% | +65.2% | -84.8% | -30.2% |
| 1Y | -13.6% | +74.3% | -87.9% | -27.8% |
| All | -13.6% | +74.0% | -87.6% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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