+91.7%
BKNG vs DGX
+64.0%
+27.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.8% |
| 7D | -10.7% | -3.5% | -7.2% | -10.2% |
| 30D | -18.1% | -2.7% | -15.4% | -17.7% |
| 3M | +8.5% | +13.9% | -5.4% | +6.4% |
| 6M | -0.1% | +16.0% | -16.1% | -2.3% |
| YTD | -18.2% | +34.9% | -53.2% | -22.1% |
| 1Y | -19.9% | +30.6% | -50.4% | -23.3% |
| 3Y | +41.6% | +93.0% | -51.4% | +24.7% |
| All | +91.7% | +64.0% | +27.6% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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