-2.1%
BKNG vs NOC
-31.8%
+29.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -13.1% | -1.6% | -11.5% | -12.9% |
| 30D | -18.5% | -10.4% | -8.2% | -17.2% |
| 3M | +5.8% | -5.6% | +11.4% | +7.2% |
| 6M | -2.1% | -30.4% | +28.3% | -1.7% |
| All | -2.1% | -31.8% | +29.7% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling