+39.1%
BKNG vs D
+60.1%
-21.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.8% |
| 7D | -13.1% | -0.4% | -12.7% | -13.1% |
| 30D | -18.5% | -2.1% | -16.5% | -18.5% |
| 3M | +5.8% | -0.7% | +6.5% | +5.8% |
| 6M | -2.1% | +5.6% | -7.7% | -2.2% |
| YTD | -18.6% | +14.6% | -33.2% | -18.9% |
| 1Y | -21.7% | +15.3% | -37.0% | -21.9% |
| All | +39.1% | +60.1% | -21.0% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling