+91.7%
BKNG vs DD
+56.5%
+35.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -10.7% | -2.9% | -7.8% | -9.5% |
| 30D | -18.1% | -11.5% | -6.6% | -13.8% |
| 3M | +8.5% | -5.4% | +13.9% | +10.9% |
| 6M | -0.1% | -6.9% | +6.8% | +1.8% |
| YTD | -18.2% | +6.9% | -25.1% | -22.2% |
| 1Y | -19.9% | +35.6% | -55.5% | -32.3% |
| 3Y | +41.6% | +42.5% | -0.9% | +12.4% |
| All | +91.7% | +56.5% | +35.2% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling