+209.9%
BKNG vs TROW
+132.8%
+77.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -3.0% | -7.7% | -9.2% |
| 30D | -18.1% | -5.5% | -12.7% | -15.7% |
| 3M | +8.5% | +2.3% | +6.3% | +7.0% |
| 6M | -0.1% | +23.9% | -24.0% | -11.1% |
| YTD | -18.2% | +7.9% | -26.1% | -22.0% |
| 1Y | -19.9% | +6.1% | -26.0% | -23.0% |
| 3Y | +41.6% | +13.8% | +27.8% | +28.0% |
| 5Y | +93.1% | -38.2% | +131.3% | +135.9% |
| All | +209.9% | +132.8% | +77.1% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling