+795.1%
BKNG vs NTAP
+1,797.8%
-1,002.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -1.0% | -9.7% | -10.4% |
| 30D | -18.1% | -7.5% | -10.6% | -16.2% |
| 3M | +8.5% | +14.6% | -6.1% | +2.7% |
| 6M | -0.1% | +91.0% | -91.1% | -21.8% |
| YTD | -18.2% | +73.7% | -91.9% | -34.2% |
| 1Y | -19.9% | +51.2% | -71.1% | -32.6% |
| 3Y | +41.6% | +146.1% | -104.5% | -2.0% |
| 5Y | +93.1% | +122.8% | -29.7% | +37.2% |
| 10Y | +214.8% | +585.5% | -370.7% | +46.0% |
| All | +795.1% | +1,797.8% | -1,002.7% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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