+149.5%
BKNG vs DOW
-15.9%
+165.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -13.1% | -6.0% | -7.1% | -11.2% |
| 30D | -18.5% | -2.7% | -15.8% | -17.9% |
| 3M | +5.8% | -10.5% | +16.2% | +8.8% |
| 6M | -2.1% | -12.4% | +10.3% | -1.1% |
| YTD | -18.6% | +30.0% | -48.7% | -30.9% |
| 1Y | -21.7% | +27.8% | -49.5% | -33.9% |
| 3Y | +40.9% | -34.9% | +75.8% | +54.9% |
| 5Y | +91.0% | -35.9% | +126.8% | +108.9% |
| All | +149.5% | -15.9% | +165.5% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling