+290.7%
BKNG vs JD
+45.3%
+245.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.7% | -6.3% |
| 7D | -7.9% | -0.8% | -7.1% | -7.7% |
| 30D | -15.9% | -16.0% | +0.1% | -13.1% |
| 3M | +11.1% | -3.2% | +14.3% | +11.6% |
| 6M | -0.7% | +6.1% | -6.7% | -2.4% |
| YTD | -15.4% | -0.1% | -15.3% | -16.0% |
| 1Y | -18.5% | -12.7% | -5.8% | -17.2% |
| 3Y | +46.5% | -6.3% | +52.8% | +39.7% |
| 5Y | +98.8% | -61.3% | +160.1% | +115.8% |
| 10Y | +218.4% | +17.6% | +200.8% | +144.9% |
| All | +290.7% | +45.3% | +245.5% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling