+209.9%
BKNG vs JD
+20.5%
+189.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.6% | -8.1% | -10.2% |
| 30D | -18.1% | -15.4% | -2.8% | -15.5% |
| 3M | +8.5% | -5.0% | +13.5% | +9.4% |
| 6M | -0.1% | +0.9% | -1.0% | -0.8% |
| YTD | -18.2% | -2.5% | -15.7% | -18.4% |
| 1Y | -19.9% | -16.0% | -3.8% | -17.9% |
| 3Y | +41.6% | -8.5% | +50.1% | +35.8% |
| 5Y | +93.1% | -61.8% | +154.9% | +110.9% |
| All | +209.9% | +20.5% | +189.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling