-12.8%
BKNG vs DRI
+6.9%
-19.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -6.0% | +0.6% | -6.6% | -6.1% |
| 30D | -6.6% | +3.8% | -10.5% | -7.7% |
| 3M | +15.7% | +13.0% | +2.7% | +12.2% |
| 6M | +14.1% | +8.3% | +5.8% | +11.1% |
| YTD | -9.3% | +20.6% | -30.0% | -14.3% |
| 1Y | -12.8% | +6.5% | -19.2% | -16.9% |
| All | -12.8% | +6.9% | -19.7% | -16.9% |
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