-13.6%
BKNG vs OMC
+24.5%
-38.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.6% | +7.9% |
| 7D | +15.6% | +12.5% | +3.0% | +11.0% |
| 30D | +8.0% | +16.3% | -8.3% | +2.6% |
| 3M | -11.8% | +8.1% | -19.8% | -14.2% |
| 6M | +3.8% | +17.2% | -13.4% | -1.4% |
| YTD | -19.6% | +11.8% | -31.4% | -20.5% |
| 1Y | -13.6% | +23.9% | -37.5% | -18.9% |
| All | -13.6% | +24.5% | -38.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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