-13.6%
BKNG vs BR
-14.2%
+0.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +8.3% |
| 7D | +15.6% | +7.0% | +8.6% | +11.9% |
| 30D | +8.0% | +19.0% | -11.0% | -0.5% |
| 3M | -11.8% | +13.1% | -24.9% | -17.0% |
| 6M | +3.8% | +24.6% | -20.9% | -7.6% |
| YTD | -19.6% | -13.6% | -6.0% | -17.3% |
| 1Y | -13.6% | -13.1% | -0.5% | -11.6% |
| All | -13.6% | -14.2% | +0.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling