+91.7%
BKNG vs B
+156.1%
-64.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.8% |
| 7D | -10.7% | -5.0% | -5.6% | -10.2% |
| 30D | -18.1% | +8.7% | -26.8% | -18.8% |
| 3M | +8.5% | +17.3% | -8.8% | +6.8% |
| 6M | -0.1% | -5.0% | +5.0% | 0.0% |
| YTD | -18.2% | +1.4% | -19.7% | -19.0% |
| 1Y | -19.9% | +50.5% | -70.4% | -24.4% |
| 3Y | +41.6% | +194.4% | -152.7% | +21.2% |
| All | +91.7% | +156.1% | -64.5% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling