+795.1%
BKNG vs BB
+352.4%
+442.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | -10.7% | -2.1% | -8.6% | -10.3% |
| 30D | -18.1% | -16.0% | -2.1% | -15.5% |
| 3M | +8.5% | -14.5% | +23.0% | +9.7% |
| 6M | -0.1% | +118.6% | -118.6% | -17.9% |
| YTD | -18.2% | +98.9% | -117.2% | -31.5% |
| 1Y | -19.9% | +99.5% | -119.3% | -33.4% |
| 3Y | +41.6% | +65.4% | -23.7% | +14.6% |
| 5Y | +93.1% | -27.6% | +120.8% | +78.2% |
| 10Y | +214.8% | -0.4% | +215.2% | +113.2% |
| All | +795.1% | +352.4% | +442.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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