-13.6%
BKNG vs DG
+45.3%
-58.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.5% | +1.3% | +7.0% |
| 7D | +15.6% | +12.3% | +3.3% | +11.4% |
| 30D | +8.0% | +19.3% | -11.3% | +2.5% |
| 3M | -11.8% | +11.9% | -23.6% | -14.8% |
| 6M | +3.8% | +25.0% | -21.2% | -2.4% |
| YTD | -19.6% | +8.7% | -28.3% | -24.6% |
| 1Y | -13.6% | +44.7% | -58.3% | -23.5% |
| All | -13.6% | +45.3% | -58.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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