+209.9%
BKNG vs NOC
+192.5%
+17.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -10.7% | -1.8% | -8.9% | -10.4% |
| 30D | -18.1% | -9.4% | -8.7% | -16.5% |
| 3M | +8.5% | -3.8% | +12.4% | +9.2% |
| 6M | -0.1% | -28.8% | +28.7% | +6.5% |
| YTD | -18.2% | -7.9% | -10.3% | -17.9% |
| 1Y | -19.9% | -9.0% | -10.8% | -19.5% |
| 3Y | +41.6% | +29.1% | +12.5% | +27.6% |
| 5Y | +93.1% | +58.9% | +34.2% | +52.7% |
| All | +209.9% | +192.5% | +17.4% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling