+93.1%
BKNG vs DIS
-41.4%
+134.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -10.7% | -1.3% | -9.4% | -10.1% |
| 30D | -18.1% | +2.2% | -20.3% | -19.0% |
| 3M | +8.5% | +8.1% | +0.4% | +4.3% |
| 6M | -0.1% | +5.2% | -5.3% | -2.7% |
| YTD | -18.2% | -6.3% | -12.0% | -15.9% |
| 1Y | -19.9% | -7.3% | -12.6% | -17.4% |
| 3Y | +41.6% | +33.8% | +7.8% | +13.9% |
| 5Y | +93.1% | -40.7% | +133.8% | +170.9% |
| All | +93.1% | -41.4% | +134.5% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling