+39.8%
BKNG vs DRI
+52.8%
-12.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -10.7% | -4.8% | -5.8% | -9.4% |
| 30D | -18.1% | -5.2% | -12.9% | -16.9% |
| 3M | +8.5% | +2.7% | +5.8% | +7.8% |
| 6M | -0.1% | +3.6% | -3.7% | -1.2% |
| YTD | -18.2% | +15.4% | -33.6% | -21.6% |
| 1Y | -19.9% | +1.3% | -21.1% | -20.7% |
| All | +39.8% | +52.8% | -12.9% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling