+209.9%
BKNG vs DG
+99.2%
+110.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -10.7% | -6.3% | -4.4% | -9.9% |
| 30D | -18.1% | +2.4% | -20.5% | -18.4% |
| 3M | +8.5% | +12.4% | -3.9% | +7.1% |
| 6M | -0.1% | -14.9% | +14.9% | +1.4% |
| YTD | -18.2% | -6.1% | -12.2% | -18.0% |
| 1Y | -19.9% | +17.9% | -37.7% | -21.7% |
| 3Y | +41.6% | +3.1% | +38.5% | +38.2% |
| 5Y | +93.1% | -38.7% | +131.8% | +104.5% |
| All | +209.9% | +99.2% | +110.7% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling