+91.7%
BKNG vs BLK
+29.9%
+61.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -10.7% | -5.2% | -5.5% | -7.8% |
| 30D | -18.1% | -7.0% | -11.1% | -14.5% |
| 3M | +8.5% | +5.7% | +2.9% | +4.8% |
| 6M | -0.1% | +11.0% | -11.1% | -6.9% |
| YTD | -18.2% | +0.9% | -19.1% | -19.6% |
| 1Y | -19.9% | -1.6% | -18.2% | -20.4% |
| 3Y | +41.6% | +64.5% | -22.9% | -0.9% |
| All | +91.7% | +29.9% | +61.8% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling