+143.5%
BKNG vs IR
+274.4%
-130.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.9% |
| 7D | -13.1% | -1.9% | -11.2% | -12.3% |
| 30D | -18.5% | -15.0% | -3.5% | -12.3% |
| 3M | +5.8% | -0.4% | +6.2% | +5.5% |
| 6M | -2.1% | -15.0% | +12.9% | +4.2% |
| YTD | -18.6% | -7.1% | -11.6% | -17.7% |
| 1Y | -21.7% | -7.5% | -14.1% | -20.8% |
| 3Y | +40.9% | +6.3% | +34.6% | +29.0% |
| 5Y | +91.0% | +37.3% | +53.6% | +53.1% |
| All | +143.5% | +274.4% | -130.8% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling