+22,105.9%
BKNG vs DLR
+3,609.2%
+18,496.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -13.1% | +2.9% | -16.0% | -14.0% |
| 30D | -18.5% | -1.2% | -17.4% | -18.3% |
| 3M | +5.8% | +2.9% | +2.8% | +4.0% |
| 6M | -2.1% | +6.7% | -8.8% | -5.0% |
| YTD | -18.6% | +23.9% | -42.5% | -25.2% |
| 1Y | -21.7% | +18.6% | -40.3% | -27.2% |
| 3Y | +40.9% | +59.7% | -18.8% | +16.1% |
| 5Y | +91.0% | +42.1% | +48.9% | +59.9% |
| 10Y | +213.2% | +176.7% | +36.5% | +95.1% |
| All | +22,105.9% | +3,609.2% | +18,496.7% | +5,120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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