-13.6%
BKNG vs B
+27.8%
-41.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.3% | +1.5% | +8.9% |
| 7D | +15.6% | +1.1% | +14.5% | +15.2% |
| 30D | +8.0% | +0.3% | +7.7% | +7.6% |
| 3M | -11.8% | +5.4% | -17.2% | -12.3% |
| 6M | +3.8% | +5.5% | -1.7% | +2.7% |
| YTD | -19.6% | -6.3% | -13.3% | -20.5% |
| 1Y | -13.6% | +29.4% | -43.0% | -20.0% |
| All | -13.6% | +27.8% | -41.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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