+39.5%
BKNG vs BP
+38.9%
+0.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -10.0% | +5.2% | -15.2% | -9.8% |
| 30D | -18.1% | +8.7% | -26.8% | -17.8% |
| 3M | +6.3% | +9.3% | -3.0% | +6.9% |
| 6M | +0.8% | +13.6% | -12.7% | +0.4% |
| YTD | -18.4% | +37.7% | -56.1% | -20.8% |
| 1Y | -20.4% | +40.6% | -61.0% | -23.1% |
| 3Y | +39.5% | +40.3% | -0.8% | +31.8% |
| All | +39.5% | +38.9% | +0.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling