-13.6%
BKNG vs DRI
+34.0%
-47.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.1% | +4.7% | +8.0% |
| 7D | +15.6% | +6.5% | +9.1% | +13.2% |
| 30D | +8.0% | +16.4% | -8.4% | +3.2% |
| 3M | -11.8% | +13.6% | -25.4% | -15.1% |
| 6M | +3.8% | +22.0% | -18.2% | -1.6% |
| YTD | -19.6% | +29.3% | -48.9% | -25.8% |
| 1Y | -13.6% | +32.0% | -45.6% | -21.5% |
| All | -13.6% | +34.0% | -47.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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