+39.8%
BKNG vs JD
-8.0%
+47.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.6% | -8.1% | -10.4% |
| 30D | -18.1% | -15.4% | -2.8% | -17.0% |
| 3M | +8.5% | -5.0% | +13.5% | +9.0% |
| 6M | -0.1% | +0.9% | -1.0% | -0.4% |
| YTD | -18.2% | -2.5% | -15.7% | -18.3% |
| 1Y | -19.9% | -16.0% | -3.8% | -19.0% |
| All | +39.8% | -8.0% | +47.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling