-13.6%
BKNG vs D
+23.9%
-37.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.4% | +5.4% | +9.5% |
| 7D | +15.6% | +8.5% | +7.1% | +15.4% |
| 30D | +8.0% | +14.3% | -6.3% | +8.2% |
| 3M | -11.8% | +1.8% | -13.6% | -12.7% |
| 6M | +3.8% | +13.0% | -9.3% | +4.4% |
| YTD | -19.6% | +22.7% | -42.4% | -16.5% |
| 1Y | -13.6% | +22.6% | -36.2% | -10.4% |
| All | -13.6% | +23.9% | -37.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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