-13.6%
BKNG vs ON
+41.6%
-55.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +9.8% |
| 7D | +15.6% | -5.8% | +21.4% | +15.4% |
| 30D | +8.0% | -17.1% | +25.1% | +7.6% |
| 3M | -11.8% | -11.8% | 0.0% | -12.0% |
| 6M | +3.8% | -30.2% | +33.9% | +1.9% |
| YTD | -19.6% | +31.6% | -51.2% | -28.9% |
| 1Y | -13.6% | +47.6% | -61.1% | -25.0% |
| All | -13.6% | +41.6% | -55.2% | -25.0% |
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