+39.9%
BKNG vs BLK
+66.0%
-26.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -9.8% | -3.3% | -6.5% | -8.2% |
| 30D | -17.9% | -6.5% | -11.3% | -14.9% |
| 3M | +6.6% | +6.7% | -0.2% | +2.9% |
| 6M | +1.1% | +14.7% | -13.6% | -6.7% |
| YTD | -18.2% | +2.5% | -20.7% | -20.0% |
| 1Y | -20.2% | -2.8% | -17.4% | -19.9% |
| 3Y | +39.9% | +65.9% | -26.0% | +2.4% |
| All | +39.9% | +66.0% | -26.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling