+19,128.3%
BKNG vs EXPE
+776.5%
+18,351.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.9% | +1.2% | -3.1% |
| 7D | -7.9% | -9.8% | +1.9% | -3.4% |
| 30D | -15.9% | -11.5% | -4.4% | -11.1% |
| 3M | +11.1% | +21.7% | -10.6% | +1.5% |
| 6M | -0.7% | +10.4% | -11.1% | -5.2% |
| YTD | -15.4% | -2.5% | -12.9% | -15.3% |
| 1Y | -18.5% | +27.3% | -45.9% | -28.6% |
| 3Y | +46.5% | +153.5% | -107.1% | -12.4% |
| 5Y | +98.8% | +91.1% | +7.7% | +31.2% |
| 10Y | +218.4% | +153.1% | +65.3% | +71.1% |
| All | +19,128.3% | +776.5% | +18,351.8% | +3,794.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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