+790.5%
BKNG vs RVTY
+1,142.7%
-352.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.9% |
| 7D | -13.1% | -5.4% | -7.7% | -11.2% |
| 30D | -18.5% | +6.7% | -25.3% | -20.6% |
| 3M | +5.8% | +19.0% | -13.3% | -1.3% |
| 6M | -2.1% | +34.6% | -36.8% | -13.5% |
| YTD | -18.6% | +28.3% | -46.9% | -27.1% |
| 1Y | -21.7% | +46.0% | -67.7% | -33.6% |
| 3Y | +40.9% | +16.9% | +24.0% | +23.9% |
| 5Y | +91.0% | -32.9% | +123.9% | +102.6% |
| 10Y | +213.2% | +141.6% | +71.5% | +90.2% |
| All | +790.5% | +1,142.7% | -352.2% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling