+209.9%
BKNG vs BP
+137.6%
+72.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -10.7% | +5.7% | -16.4% | -12.5% |
| 30D | -18.1% | +8.1% | -26.2% | -20.5% |
| 3M | +8.5% | +8.6% | -0.1% | +4.2% |
| 6M | -0.1% | +18.1% | -18.2% | -8.3% |
| YTD | -18.2% | +37.6% | -55.8% | -29.9% |
| 1Y | -19.9% | +39.4% | -59.3% | -32.0% |
| 3Y | +41.6% | +40.1% | +1.5% | +16.8% |
| 5Y | +93.1% | +141.3% | -48.2% | +19.9% |
| All | +209.9% | +137.6% | +72.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling