+795.1%
BKNG vs DE
+5,735.1%
-4,940.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.4% | -8.3% | -9.7% |
| 30D | -18.1% | +9.7% | -27.8% | -21.4% |
| 3M | +8.5% | +21.4% | -12.8% | -0.6% |
| 6M | -0.1% | +15.0% | -15.1% | -7.1% |
| YTD | -18.2% | +46.4% | -64.6% | -32.4% |
| 1Y | -19.9% | +45.6% | -65.5% | -33.9% |
| 3Y | +41.6% | +76.8% | -35.2% | +5.1% |
| 5Y | +93.1% | +99.4% | -6.3% | +31.9% |
| 10Y | +214.8% | +864.6% | -649.8% | +4.4% |
| All | +795.1% | +5,735.1% | -4,940.0% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling