+32.6%
BKNG vs COMP
+423.0%
-390.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -1.5% |
| 7D | +2.3% | +7.2% | -4.9% | +1.1% |
| 30D | -0.7% | +6.4% | -7.1% | -1.9% |
| 3M | -25.0% | -19.4% | -5.6% | -23.0% |
| 6M | -3.5% | +14.6% | -18.1% | -5.8% |
| YTD | -25.1% | -5.5% | -19.6% | -26.0% |
| 1Y | -19.0% | +13.7% | -32.6% | -21.7% |
| 3Y | +32.6% | +409.7% | -377.1% | +11.4% |
| All | +32.6% | +423.0% | -390.5% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling