+795.1%
BKNG vs DD
+418.3%
+376.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -10.7% | -2.9% | -7.8% | -9.6% |
| 30D | -18.1% | -11.5% | -6.6% | -14.0% |
| 3M | +8.5% | -5.4% | +13.9% | +10.8% |
| 6M | -0.1% | -6.9% | +6.8% | +1.9% |
| YTD | -18.2% | +6.9% | -25.1% | -21.5% |
| 1Y | -19.9% | +35.6% | -55.5% | -30.7% |
| 3Y | +41.6% | +42.5% | -0.9% | +16.8% |
| 5Y | +93.1% | +58.5% | +34.6% | +51.4% |
| 10Y | +214.8% | +65.7% | +149.1% | +127.9% |
| All | +795.1% | +418.3% | +376.8% | +492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling