+98.8%
BKNG vs COMP
-32.0%
+130.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -6.2% |
| 7D | -7.9% | +4.1% | -11.9% | -8.4% |
| 30D | -15.9% | -14.5% | -1.4% | -14.0% |
| 3M | +11.1% | +41.8% | -30.7% | +5.5% |
| 6M | -0.7% | +23.6% | -24.3% | -4.8% |
| YTD | -15.4% | +1.7% | -17.1% | -17.1% |
| 1Y | -18.5% | +12.6% | -31.1% | -21.7% |
| 3Y | +46.5% | +221.9% | -175.4% | +14.7% |
| 5Y | +98.8% | -28.1% | +126.9% | +77.9% |
| All | +98.8% | -32.0% | +130.8% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling