-21.7%
BKNG vs COMP
+13.3%
-34.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.7% |
| 7D | -13.1% | +0.8% | -14.0% | -13.2% |
| 30D | -18.5% | -13.9% | -4.7% | -16.3% |
| 3M | +5.8% | +30.7% | -25.0% | +1.7% |
| 6M | -2.1% | +18.7% | -20.8% | -5.9% |
| YTD | -18.6% | +1.0% | -19.7% | -20.8% |
| 1Y | -21.7% | +15.1% | -36.7% | -25.1% |
| All | -21.7% | +13.3% | -34.9% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling