+795.1%
BKNG vs IT
+691.5%
+103.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -10.7% | -12.7% | +2.0% | -5.4% |
| 30D | -18.1% | -8.9% | -9.2% | -15.1% |
| 3M | +8.5% | +10.1% | -1.6% | +1.6% |
| 6M | -0.1% | +7.3% | -7.3% | -6.4% |
| YTD | -18.2% | -32.4% | +14.1% | -7.9% |
| 1Y | -19.9% | -26.6% | +6.8% | -13.4% |
| 3Y | +41.6% | -51.8% | +93.4% | +74.7% |
| 5Y | +93.1% | -45.6% | +138.7% | +123.4% |
| 10Y | +214.8% | +92.4% | +122.4% | +99.5% |
| All | +795.1% | +691.5% | +103.6% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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