-2.1%
BKNG vs DIA
+12.1%
-14.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -2.9% |
| 7D | -13.1% | -1.2% | -11.9% | -11.8% |
| 30D | -18.5% | -2.7% | -15.8% | -15.9% |
| 3M | +5.8% | +3.3% | +2.5% | +2.7% |
| 6M | -2.1% | +10.4% | -12.6% | -12.3% |
| All | -2.1% | +12.1% | -14.2% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling