+795.1%
BKNG vs BNY
+695.0%
+100.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -1.1% | -9.6% | -10.2% |
| 30D | -18.1% | +1.4% | -19.5% | -18.6% |
| 3M | +8.5% | +16.8% | -8.3% | +1.1% |
| 6M | -0.1% | +42.0% | -42.0% | -14.6% |
| YTD | -18.2% | +41.9% | -60.1% | -30.2% |
| 1Y | -19.9% | +59.2% | -79.1% | -35.0% |
| 3Y | +41.6% | +290.9% | -249.3% | -22.6% |
| 5Y | +93.1% | +259.0% | -165.9% | +8.6% |
| 10Y | +214.8% | +413.0% | -198.3% | +48.3% |
| All | +795.1% | +695.0% | +100.1% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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