+91.7%
BKNG vs BR
+8.3%
+83.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -6.0% | -4.7% | -7.8% |
| 30D | -18.1% | -0.9% | -17.3% | -17.8% |
| 3M | +8.5% | +16.4% | -7.9% | 0.0% |
| 6M | -0.1% | -8.2% | +8.1% | +3.6% |
| YTD | -18.2% | -23.2% | +5.0% | -7.5% |
| 1Y | -19.9% | -30.9% | +11.1% | -4.4% |
| 3Y | +41.6% | -5.0% | +46.6% | +41.2% |
| All | +91.7% | +8.3% | +83.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling