+124.0%
BKNG vs DOCN
+171.0%
-47.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | -6.0% | +1.1% | -7.1% | -6.2% |
| 30D | -6.6% | -9.6% | +3.0% | -5.9% |
| 3M | +15.7% | -37.7% | +53.4% | +21.2% |
| 6M | +14.1% | +115.2% | -101.1% | -2.8% |
| YTD | -9.3% | +133.7% | -143.1% | -24.4% |
| 1Y | -12.8% | +250.2% | -262.9% | -32.6% |
| 3Y | +58.4% | +320.3% | -261.9% | +13.6% |
| 5Y | +114.1% | +53.1% | +61.0% | +65.8% |
| All | +124.0% | +171.0% | -47.0% | +63.4% |
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