+286.9%
BKNG vs P
+485.4%
-198.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -6.0% | +6.5% | -12.5% | -7.2% |
| 30D | -6.6% | +18.8% | -25.5% | -10.3% |
| 3M | +15.7% | +26.7% | -11.1% | +8.5% |
| 6M | +14.1% | +62.2% | -48.0% | +0.2% |
| YTD | -9.3% | +48.5% | -57.8% | -19.6% |
| 1Y | -12.8% | +26.4% | -39.2% | -21.3% |
| 3Y | +58.4% | +159.4% | -101.0% | +13.0% |
| 5Y | +114.1% | +275.8% | -161.6% | +36.0% |
| 10Y | +246.8% | +732.0% | -485.2% | +78.3% |
| All | +286.9% | +485.4% | -198.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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