+790.5%
BKNG vs DRI
+3,142.6%
-2,352.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.2% |
| 7D | -13.1% | -4.8% | -8.3% | -11.5% |
| 30D | -18.5% | -3.9% | -14.6% | -17.4% |
| 3M | +5.8% | +5.1% | +0.7% | +3.9% |
| 6M | -2.1% | +5.5% | -7.6% | -4.2% |
| YTD | -18.6% | +16.5% | -35.1% | -23.4% |
| 1Y | -21.7% | +2.0% | -23.6% | -22.9% |
| 3Y | +40.9% | +54.5% | -13.6% | +17.7% |
| 5Y | +91.0% | +66.6% | +24.4% | +55.8% |
| 10Y | +213.2% | +353.6% | -140.5% | +72.6% |
| All | +790.5% | +3,142.6% | -2,352.2% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling