+91.7%
BKNG vs DOW
-36.4%
+128.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -10.7% | -2.4% | -8.3% | -10.2% |
| 30D | -18.1% | -4.1% | -14.0% | -17.5% |
| 3M | +8.5% | -12.4% | +21.0% | +11.4% |
| 6M | -0.1% | -10.6% | +10.6% | -0.3% |
| YTD | -18.2% | +31.1% | -49.3% | -28.6% |
| 1Y | -19.9% | +30.5% | -50.4% | -30.6% |
| 3Y | +41.6% | -34.4% | +76.0% | +60.2% |
| All | +91.7% | -36.4% | +128.1% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling