-12.8%
BKNG vs IR
-1.2%
-11.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -6.0% | -2.8% | -3.2% | -5.4% |
| 30D | -6.6% | -15.1% | +8.5% | -3.0% |
| 3M | +15.7% | +6.1% | +9.6% | +13.9% |
| 6M | +14.1% | -16.8% | +31.0% | +16.5% |
| YTD | -9.3% | -3.5% | -5.8% | -10.7% |
| 1Y | -12.8% | -3.5% | -9.3% | -14.7% |
| All | -12.8% | -1.2% | -11.5% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling