+721.3%
BKNG vs D
+1,042.0%
-320.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | -0.7% | +7.7% | -8.4% | -3.2% |
| 3M | -25.0% | -0.3% | -24.7% | -24.9% |
| 6M | +3.4% | +10.1% | -6.6% | -0.2% |
| YTD | -25.0% | +19.1% | -44.0% | -30.0% |
| 1Y | -20.7% | +15.9% | -36.6% | -25.4% |
| 3Y | +30.9% | +75.0% | -44.1% | +3.1% |
| 5Y | +66.6% | +13.4% | +53.2% | +52.5% |
| 10Y | +165.1% | +47.5% | +117.6% | +109.6% |
| All | +721.3% | +1,042.0% | -320.6% | +790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling