+135.5%
BKNG vs DT
+98.4%
+37.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -13.1% | -0.5% | -12.6% | -13.0% |
| 30D | -18.5% | +0.1% | -18.6% | -18.7% |
| 3M | +5.8% | +24.1% | -18.4% | -0.9% |
| 6M | -2.1% | +30.1% | -32.2% | -10.4% |
| YTD | -18.6% | +16.8% | -35.4% | -23.3% |
| 1Y | -21.7% | -0.1% | -21.6% | -23.0% |
| 3Y | +40.9% | +6.8% | +34.0% | +33.3% |
| 5Y | +91.0% | -28.4% | +119.3% | +89.9% |
| All | +135.5% | +98.4% | +37.1% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling