+39.8%
BKNG vs BTDR
+0.6%
+39.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.8% |
| 7D | -10.7% | -3.2% | -7.5% | -10.5% |
| 30D | -18.1% | +32.7% | -50.8% | -19.4% |
| 3M | +8.5% | -28.4% | +36.9% | +9.6% |
| 6M | -0.1% | +51.7% | -51.8% | -3.7% |
| YTD | -18.2% | +2.9% | -21.1% | -20.0% |
| 1Y | -19.9% | -15.5% | -4.4% | -22.0% |
| All | +39.8% | +0.6% | +39.2% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling