-12.8%
BKNG vs DIS
-8.8%
-4.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | -6.0% | -2.6% | -3.4% | -4.7% |
| 30D | -6.6% | +3.5% | -10.1% | -8.1% |
| 3M | +15.7% | +6.8% | +8.9% | +11.8% |
| 6M | +14.1% | +3.0% | +11.2% | +11.5% |
| YTD | -9.3% | -6.7% | -2.6% | -9.2% |
| 1Y | -12.8% | -10.1% | -2.7% | -12.2% |
| All | -12.8% | -8.8% | -4.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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