+1,146.7%
BKNG vs ON
+182.1%
+964.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | -10.7% | -4.7% | -5.9% | -9.6% |
| 30D | -18.1% | -13.5% | -4.6% | -15.4% |
| 3M | +8.5% | -36.3% | +44.8% | +17.5% |
| 6M | -0.1% | +17.8% | -17.8% | -8.4% |
| YTD | -18.2% | +29.6% | -47.8% | -27.1% |
| 1Y | -19.9% | +45.8% | -65.7% | -31.2% |
| 3Y | +41.6% | -28.3% | +69.9% | +35.9% |
| 5Y | +93.1% | +49.6% | +43.5% | +49.2% |
| 10Y | +214.8% | +583.9% | -369.1% | +57.6% |
| All | +1,146.7% | +182.1% | +964.6% | +400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling