+790.5%
BKNG vs BP
+220.1%
+570.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -4.5% |
| 7D | -13.1% | +4.0% | -17.1% | -14.6% |
| 30D | -18.5% | +7.8% | -26.4% | -21.2% |
| 3M | +5.8% | +8.4% | -2.6% | +1.0% |
| 6M | -2.1% | +15.1% | -17.2% | -9.9% |
| YTD | -18.6% | +36.4% | -55.1% | -30.8% |
| 1Y | -21.7% | +40.9% | -62.6% | -34.6% |
| 3Y | +40.9% | +38.8% | +2.0% | +15.0% |
| 5Y | +91.0% | +141.1% | -50.1% | +18.9% |
| 10Y | +213.2% | +133.9% | +79.3% | +84.0% |
| All | +790.5% | +220.1% | +570.3% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling