+73.2%
BKNG vs COMP
-52.8%
+125.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.9% |
| 7D | -4.5% | +8.9% | -13.4% | -5.9% |
| 30D | +2.3% | +14.0% | -11.6% | +0.1% |
| 3M | -23.9% | -21.1% | -2.7% | -21.5% |
| 6M | +0.9% | +20.1% | -19.2% | -2.4% |
| YTD | -24.2% | -5.0% | -19.2% | -25.2% |
| 1Y | -21.4% | +5.7% | -27.1% | -23.7% |
| 3Y | +34.2% | +412.2% | -378.0% | -2.0% |
| 5Y | +68.3% | -12.1% | +80.4% | +47.6% |
| All | +73.2% | -52.8% | +125.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling