-13.6%
BKNG vs O
+8.1%
-21.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +9.2% |
| 7D | +15.6% | +5.8% | +9.7% | +14.6% |
| 30D | +8.0% | +10.7% | -2.7% | +6.9% |
| 3M | -11.8% | -4.5% | -7.3% | -13.2% |
| 6M | +3.8% | -4.1% | +7.9% | +2.0% |
| YTD | -19.6% | +9.8% | -29.4% | -21.0% |
| 1Y | -13.6% | +11.3% | -24.9% | -16.0% |
| All | -13.6% | +8.1% | -21.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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