+91.7%
BKNG vs OMC
+31.2%
+60.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.1% |
| 7D | -10.7% | -6.2% | -4.4% | -8.0% |
| 30D | -18.1% | -7.6% | -10.5% | -15.3% |
| 3M | +8.5% | +7.4% | +1.1% | +4.7% |
| 6M | -0.1% | +0.1% | -0.2% | -0.5% |
| YTD | -18.2% | +0.4% | -18.7% | -19.3% |
| 1Y | -19.9% | +7.8% | -27.6% | -24.3% |
| 3Y | +41.6% | +11.8% | +29.8% | +24.1% |
| All | +91.7% | +31.2% | +60.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling