-12.8%
BKNG vs NET
+36.1%
-48.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.7% |
| 7D | -6.0% | -7.0% | +1.0% | -5.3% |
| 30D | -6.6% | -4.8% | -1.8% | -6.4% |
| 3M | +15.7% | +3.8% | +11.9% | +14.2% |
| 6M | +14.1% | +50.0% | -35.9% | +5.0% |
| YTD | -9.3% | +41.5% | -50.8% | -16.7% |
| 1Y | -12.8% | +32.8% | -45.6% | -19.4% |
| All | -12.8% | +36.1% | -48.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 1y: compounded portfolio wealth divided by compounded NET 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…
1y analysis · Full analysis span regression · 6 months rolling