+39.8%
BKNG vs ON
-29.2%
+69.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -10.7% | -4.7% | -5.9% | -10.1% |
| 30D | -18.1% | -13.5% | -4.6% | -16.8% |
| 3M | +8.5% | -36.3% | +44.8% | +13.0% |
| 6M | -0.1% | +17.8% | -17.8% | -8.0% |
| YTD | -18.2% | +29.6% | -47.8% | -26.2% |
| 1Y | -19.9% | +45.8% | -65.7% | -29.8% |
| All | +39.8% | -29.2% | +69.1% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling