+39.1%
BKNG vs DIS
+31.1%
+8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | -13.1% | -3.5% | -9.6% | -11.7% |
| 30D | -18.5% | +1.0% | -19.5% | -18.8% |
| 3M | +5.8% | +5.7% | +0.1% | +3.4% |
| 6M | -2.1% | +3.3% | -5.4% | -3.5% |
| YTD | -18.6% | -7.7% | -10.9% | -16.5% |
| 1Y | -21.7% | -10.0% | -11.7% | -19.0% |
| All | +39.1% | +31.1% | +8.0% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling