-20.2%
BKNG vs NTR
+39.6%
-59.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.2% |
| 7D | -10.7% | -2.5% | -8.2% | -10.9% |
| 30D | -18.1% | +17.0% | -35.1% | -16.5% |
| 3M | +8.5% | +22.2% | -13.7% | +11.5% |
| 6M | -0.1% | +5.2% | -5.2% | +1.5% |
| YTD | -18.2% | +29.7% | -47.9% | -17.5% |
| All | -20.2% | +39.6% | -59.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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