+795.1%
BKNG vs NI
+1,064.2%
-269.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -0.6% | -10.1% | -10.5% |
| 30D | -18.1% | -1.4% | -16.7% | -17.8% |
| 3M | +8.5% | -10.6% | +19.1% | +12.5% |
| 6M | -0.1% | -9.9% | +9.8% | +3.0% |
| YTD | -18.2% | +1.2% | -19.4% | -19.3% |
| 1Y | -19.9% | +4.4% | -24.3% | -22.0% |
| 3Y | +41.6% | +68.6% | -27.0% | +14.4% |
| 5Y | +93.1% | +98.0% | -4.9% | +45.4% |
| 10Y | +214.8% | +143.6% | +71.2% | +113.8% |
| All | +795.1% | +1,064.2% | -269.1% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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