+892.4%
BKNG vs D
+1,011.3%
-118.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.0% | +1.5% | -7.5% | -6.5% |
| 30D | -6.6% | -2.6% | -4.0% | -5.8% |
| 3M | +15.7% | 0.0% | +15.7% | +15.6% |
| 6M | +14.1% | +7.4% | +6.8% | +10.7% |
| YTD | -9.3% | +15.9% | -25.2% | -14.6% |
| 1Y | -12.8% | +18.1% | -30.9% | -18.6% |
| 3Y | +58.4% | +58.4% | 0.0% | +29.1% |
| 5Y | +114.1% | +5.2% | +108.9% | +101.0% |
| 10Y | +246.8% | +35.9% | +211.0% | +182.8% |
| All | +892.4% | +1,011.3% | -118.8% | +985.7% |
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