+209.9%
BKNG vs D
+38.3%
+171.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.7% | -1.6% | -9.0% | -10.3% |
| 30D | -18.1% | -3.5% | -14.6% | -17.4% |
| 3M | +8.5% | -1.6% | +10.1% | +8.9% |
| 6M | -0.1% | +5.8% | -5.9% | -1.9% |
| YTD | -18.2% | +14.5% | -32.7% | -21.5% |
| 1Y | -19.9% | +14.2% | -34.0% | -23.1% |
| 3Y | +41.6% | +59.0% | -17.4% | +20.8% |
| 5Y | +93.1% | +5.4% | +87.7% | +87.7% |
| All | +209.9% | +38.3% | +171.6% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling