+91.7%
BKNG vs DIA
+62.7%
+28.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +1.3% |
| 7D | -10.7% | -3.0% | -7.6% | -7.2% |
| 30D | -18.1% | -3.0% | -15.1% | -15.0% |
| 3M | +8.5% | +4.5% | +4.0% | +3.1% |
| 6M | -0.1% | +9.8% | -9.8% | -10.6% |
| YTD | -18.2% | +9.3% | -27.5% | -26.5% |
| 1Y | -19.9% | +16.0% | -35.8% | -33.0% |
| 3Y | +41.6% | +57.7% | -16.1% | -21.0% |
| All | +91.7% | +62.7% | +28.9% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling