-12.8%
BKNG vs ON
+56.1%
-68.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -6.0% | +2.4% | -8.4% | -6.0% |
| 30D | -6.6% | -3.3% | -3.3% | -6.7% |
| 3M | +15.7% | -43.6% | +59.3% | +16.9% |
| 6M | +14.1% | +19.0% | -4.8% | +5.0% |
| YTD | -9.3% | +37.4% | -46.7% | -17.5% |
| 1Y | -12.8% | +54.8% | -67.5% | -21.1% |
| All | -12.8% | +56.1% | -68.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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