+91.7%
BKNG vs DE
+97.8%
-6.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.4% | -8.3% | -10.1% |
| 30D | -18.1% | +9.7% | -27.8% | -20.0% |
| 3M | +8.5% | +21.4% | -12.8% | +2.9% |
| 6M | -0.1% | +15.0% | -15.1% | -4.2% |
| YTD | -18.2% | +46.4% | -64.6% | -28.4% |
| 1Y | -19.9% | +45.6% | -65.5% | -29.9% |
| 3Y | +41.6% | +76.8% | -35.2% | +13.7% |
| All | +91.7% | +97.8% | -6.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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