+136.8%
BKNG vs DT
+101.6%
+35.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -10.7% | -2.5% | -8.1% | -10.0% |
| 30D | -18.1% | +3.5% | -21.6% | -19.1% |
| 3M | +8.5% | +26.7% | -18.2% | +1.0% |
| 6M | -0.1% | +36.1% | -36.2% | -9.7% |
| YTD | -18.2% | +18.6% | -36.9% | -23.3% |
| 1Y | -19.9% | +7.9% | -27.7% | -22.9% |
| 3Y | +41.6% | +8.6% | +33.0% | +33.4% |
| 5Y | +93.1% | -26.7% | +119.8% | +90.9% |
| All | +136.8% | +101.6% | +35.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling