+825.7%
BKNG vs COO
+3,370.2%
-2,544.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.0% | -5.9% |
| 7D | -7.9% | -2.3% | -5.6% | -7.2% |
| 30D | -15.9% | -8.8% | -7.1% | -13.6% |
| 3M | +11.1% | +1.3% | +9.7% | +10.7% |
| 6M | -0.7% | -11.6% | +10.9% | +2.9% |
| YTD | -15.4% | -17.4% | +2.0% | -10.7% |
| 1Y | -18.5% | -1.6% | -16.9% | -18.5% |
| 3Y | +46.5% | -22.6% | +69.1% | +53.3% |
| 5Y | +98.8% | -40.3% | +139.1% | +122.8% |
| 10Y | +218.4% | +45.2% | +173.2% | +179.0% |
| All | +825.7% | +3,370.2% | -2,544.5% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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