+39.8%
BKNG vs O
+26.9%
+13.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -10.7% | -3.5% | -7.1% | -10.3% |
| 30D | -18.1% | -3.3% | -14.8% | -17.8% |
| 3M | +8.5% | -2.8% | +11.4% | +9.0% |
| 6M | -0.1% | -5.8% | +5.7% | +0.6% |
| YTD | -18.2% | +9.4% | -27.6% | -19.6% |
| 1Y | -19.9% | +5.7% | -25.5% | -20.7% |
| All | +39.8% | +26.9% | +13.0% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling