-13.6%
BKNG vs NYT
+16.5%
-30.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.8% | +10.1% |
| 7D | +15.6% | -3.9% | +19.4% | +16.6% |
| 30D | +8.0% | +4.3% | +3.7% | +6.8% |
| 3M | -11.8% | -11.7% | 0.0% | -9.9% |
| 6M | +3.8% | -14.4% | +18.2% | +6.4% |
| YTD | -19.6% | -3.0% | -16.6% | -19.8% |
| 1Y | -13.6% | +16.5% | -30.1% | -16.7% |
| All | -13.6% | +16.5% | -30.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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