-13.6%
BKNG vs DIA
+15.0%
-28.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +6.0% |
| 7D | +15.6% | +1.6% | +14.0% | +13.4% |
| 30D | +8.0% | +4.1% | +3.9% | +3.1% |
| 3M | -11.8% | -1.0% | -10.8% | -10.8% |
| 6M | +3.8% | +9.7% | -5.9% | -5.7% |
| YTD | -19.6% | +12.2% | -31.8% | -28.8% |
| 1Y | -13.6% | +14.9% | -28.5% | -26.1% |
| All | -13.6% | +15.0% | -28.6% | -26.1% |
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