-12.8%
BKNG vs DOW
+30.0%
-42.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.2% |
| 7D | -6.0% | -2.4% | -3.6% | -6.2% |
| 30D | -6.6% | +0.4% | -7.0% | -6.5% |
| 3M | +15.7% | -14.4% | +30.1% | +14.8% |
| 6M | +14.1% | -7.0% | +21.1% | +10.9% |
| YTD | -9.3% | +30.2% | -39.5% | -13.8% |
| 1Y | -12.8% | +29.2% | -42.0% | -17.4% |
| All | -12.8% | +30.0% | -42.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling