+892.4%
BKNG vs B
+307.3%
+585.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -6.0% | -1.6% | -4.4% | -5.9% |
| 30D | -6.6% | +9.4% | -16.1% | -7.4% |
| 3M | +15.7% | +5.0% | +10.7% | +15.0% |
| 6M | +14.1% | -3.5% | +17.7% | +14.0% |
| YTD | -9.3% | +4.5% | -13.8% | -10.2% |
| 1Y | -12.8% | +67.8% | -80.5% | -17.1% |
| 3Y | +58.4% | +196.7% | -138.3% | +42.7% |
| 5Y | +114.1% | +151.9% | -37.8% | +93.8% |
| 10Y | +246.8% | +202.2% | +44.7% | +201.6% |
| All | +892.4% | +307.3% | +585.1% | +1,251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling