+39.5%
BKNG vs RVTY
+17.0%
+22.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.8% |
| 7D | -10.0% | -4.5% | -5.5% | -9.1% |
| 30D | -18.1% | +5.5% | -23.5% | -19.0% |
| 3M | +6.3% | +22.5% | -16.2% | +1.8% |
| 6M | +0.8% | +38.9% | -38.0% | -6.1% |
| YTD | -18.4% | +28.7% | -47.2% | -23.0% |
| 1Y | -20.4% | +45.5% | -65.9% | -26.6% |
| 3Y | +39.5% | +16.4% | +23.1% | +35.2% |
| All | +39.5% | +17.0% | +22.5% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling