+91.7%
BKNG vs DG
-38.7%
+130.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -10.7% | -6.3% | -4.4% | -10.1% |
| 30D | -18.1% | +2.4% | -20.5% | -18.3% |
| 3M | +8.5% | +12.4% | -3.9% | +7.6% |
| 6M | -0.1% | -14.9% | +14.9% | +0.4% |
| YTD | -18.2% | -6.1% | -12.2% | -18.3% |
| 1Y | -19.9% | +17.9% | -37.7% | -20.9% |
| 3Y | +41.6% | +3.1% | +38.5% | +41.0% |
| All | +91.7% | -38.7% | +130.4% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling