+107.1%
BKNG vs COMP
-47.7%
+154.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -6.0% | +1.4% | -7.4% | -6.2% |
| 30D | -6.6% | -13.3% | +6.7% | -4.7% |
| 3M | +15.7% | +41.1% | -25.4% | +9.9% |
| 6M | +14.1% | +17.2% | -3.0% | +10.1% |
| YTD | -9.3% | +5.2% | -14.5% | -11.6% |
| 1Y | -12.8% | +18.9% | -31.7% | -16.9% |
| 3Y | +58.4% | +215.9% | -157.5% | +24.2% |
| 5Y | +114.1% | -31.2% | +145.3% | +94.5% |
| All | +107.1% | -47.7% | +154.8% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling