+86.7%
BKNG vs DOCN
+74.7%
+12.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.5% | -7.3% | -5.0% |
| 7D | +8.5% | -19.2% | +27.6% | +10.6% |
| 30D | +3.1% | -43.1% | +46.1% | +8.6% |
| 3M | -22.3% | -40.7% | +18.4% | -19.2% |
| 6M | -4.1% | -55.0% | +50.9% | +2.0% |
| YTD | -24.5% | +50.6% | -75.1% | -34.8% |
| 1Y | -17.3% | +54.0% | -71.2% | -29.0% |
| 3Y | +38.4% | +203.9% | -165.5% | +1.2% |
| 5Y | +57.0% | -29.4% | +86.4% | +29.2% |
| All | +86.7% | +74.7% | +12.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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