-12.8%
BKNG vs D
+15.7%
-28.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.1% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -6.6% | -3.6% | -3.1% | -6.9% |
| 3M | +15.7% | -1.0% | +16.7% | +15.7% |
| 6M | +14.1% | +6.3% | +7.9% | +15.0% |
| YTD | -9.3% | +14.7% | -24.0% | -7.7% |
| 1Y | -12.8% | +16.9% | -29.7% | -10.8% |
| All | -12.8% | +15.7% | -28.4% | -10.8% |
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