-12.8%
BKNG vs DD
+41.5%
-54.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -6.0% | -3.5% | -2.5% | -5.4% |
| 30D | -6.6% | -10.3% | +3.7% | -4.9% |
| 3M | +15.7% | -7.5% | +23.2% | +17.1% |
| 6M | +14.1% | -8.0% | +22.2% | +14.9% |
| YTD | -9.3% | +10.5% | -19.8% | -11.0% |
| 1Y | -12.8% | +38.3% | -51.0% | -15.6% |
| All | -12.8% | +41.5% | -54.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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