+209.9%
BKNG vs ALL
+361.5%
-151.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -10.7% | -4.3% | -6.4% | -8.9% |
| 30D | -18.1% | -3.6% | -14.5% | -16.8% |
| 3M | +8.5% | +13.2% | -4.7% | +2.7% |
| 6M | -0.1% | +22.5% | -22.6% | -9.0% |
| YTD | -18.2% | +22.7% | -41.0% | -25.8% |
| 1Y | -19.9% | +28.3% | -48.2% | -28.9% |
| 3Y | +41.6% | +152.0% | -110.4% | -11.2% |
| 5Y | +93.1% | +115.4% | -22.3% | +26.0% |
| All | +209.9% | +361.5% | -151.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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