+93.1%
BKNG vs JD
-62.5%
+155.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -10.7% | -2.6% | -8.1% | -10.3% |
| 30D | -18.1% | -15.4% | -2.8% | -16.1% |
| 3M | +8.5% | -5.0% | +13.5% | +9.3% |
| 6M | -0.1% | +0.9% | -1.0% | -0.6% |
| YTD | -18.2% | -2.5% | -15.7% | -18.3% |
| 1Y | -19.9% | -16.0% | -3.8% | -18.3% |
| 3Y | +41.6% | -8.5% | +50.1% | +37.3% |
| 5Y | +93.1% | -61.8% | +154.9% | +106.2% |
| All | +93.1% | -62.5% | +155.6% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling