+69.8%
BKNG vs DIS
-23.4%
+93.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.7% |
| 30D | -0.7% | +9.2% | -9.8% | -5.0% |
| 3M | -25.0% | +13.5% | -38.5% | -29.7% |
| 6M | +3.4% | +14.3% | -10.8% | -3.4% |
| YTD | -25.0% | +5.4% | -30.3% | -27.4% |
| 1Y | -20.7% | +12.2% | -32.8% | -25.8% |
| 3Y | +30.9% | +37.2% | -6.3% | +5.5% |
| All | +69.8% | -23.4% | +93.2% | +119.4% |
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