-2.1%
BKNG vs DG
-13.1%
+11.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.6% |
| 7D | -13.1% | -4.8% | -8.3% | -10.9% |
| 30D | -18.5% | +1.8% | -20.3% | -19.3% |
| 3M | +5.8% | +14.5% | -8.7% | -0.9% |
| 6M | -2.1% | -13.6% | +11.4% | +6.1% |
| All | -2.1% | -13.1% | +11.0% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling