-13.6%
BKNG vs BTDR
-69.9%
+56.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.6% | +15.5% | +9.9% |
| 7D | +15.6% | -17.6% | +33.1% | +15.7% |
| 30D | +8.0% | -40.3% | +48.2% | +8.6% |
| 3M | -11.8% | -42.6% | +30.8% | -11.3% |
| 6M | +3.8% | -46.3% | +50.1% | +4.2% |
| YTD | -19.6% | -41.7% | +22.1% | -20.9% |
| 1Y | -13.6% | -69.4% | +55.8% | -14.5% |
| All | -13.6% | -69.9% | +56.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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