+99.9%
BKNG vs BTDR
+15.3%
+84.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.8% |
| 7D | -10.7% | -3.2% | -7.5% | -10.6% |
| 30D | -18.1% | +32.7% | -50.8% | -19.1% |
| 3M | +8.5% | -28.4% | +36.9% | +9.4% |
| 6M | -0.1% | +51.7% | -51.8% | -2.9% |
| YTD | -18.2% | +2.9% | -21.1% | -19.5% |
| 1Y | -19.9% | -15.5% | -4.4% | -21.5% |
| 3Y | +41.6% | 0.0% | +41.6% | +29.8% |
| 5Y | +93.1% | +16.5% | +76.7% | +76.9% |
| All | +99.9% | +15.3% | +84.6% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling