+721.3%
BKNG vs DIS
+388.5%
+332.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.9% |
| 30D | -0.7% | +9.2% | -9.8% | -5.9% |
| 3M | -25.0% | +13.5% | -38.5% | -30.7% |
| 6M | +3.4% | +14.3% | -10.8% | -4.8% |
| YTD | -25.0% | +5.4% | -30.3% | -27.9% |
| 1Y | -20.7% | +12.2% | -32.8% | -26.9% |
| 3Y | +30.9% | +37.2% | -6.3% | +1.8% |
| 5Y | +66.6% | -23.1% | +89.7% | +83.6% |
| 10Y | +165.1% | +32.2% | +132.9% | +94.9% |
| All | +721.3% | +388.5% | +332.8% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling