+7,954.3%
BKNG vs BR
+1,282.8%
+6,671.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -6.0% | -4.7% | -7.7% |
| 30D | -18.1% | -0.9% | -17.3% | -17.7% |
| 3M | +8.5% | +16.4% | -7.9% | -0.2% |
| 6M | -0.1% | -8.2% | +8.1% | +3.8% |
| YTD | -18.2% | -23.2% | +5.0% | -7.1% |
| 1Y | -19.9% | -30.9% | +11.1% | -3.9% |
| 3Y | +41.6% | -5.0% | +46.6% | +41.8% |
| 5Y | +93.1% | +8.8% | +84.3% | +76.9% |
| 10Y | +214.8% | +190.1% | +24.7% | +68.6% |
| All | +7,954.3% | +1,282.8% | +6,671.5% | +1,832.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling