-12.8%
BKNG vs DIA
+19.6%
-32.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -6.0% | -0.2% | -5.8% | -5.8% |
| 30D | -6.6% | -1.5% | -5.1% | -5.1% |
| 3M | +15.7% | +3.8% | +11.9% | +11.4% |
| 6M | +14.1% | +10.3% | +3.9% | +2.7% |
| YTD | -9.3% | +12.1% | -21.4% | -19.5% |
| 1Y | -12.8% | +18.6% | -31.4% | -27.4% |
| All | -12.8% | +19.6% | -32.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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