+91.7%
BKNG vs DTE
+32.0%
+59.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -10.7% | -2.0% | -8.7% | -10.4% |
| 30D | -18.1% | -2.4% | -15.7% | -17.8% |
| 3M | +8.5% | -7.3% | +15.8% | +9.7% |
| 6M | -0.1% | -7.6% | +7.6% | +1.0% |
| YTD | -18.2% | +5.8% | -24.0% | -19.6% |
| 1Y | -19.9% | +2.3% | -22.2% | -20.7% |
| 3Y | +41.6% | +45.0% | -3.4% | +29.1% |
| All | +91.7% | +32.0% | +59.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling