+121.5%
BKNG vs REPL
-17.3%
+138.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.7% |
| 7D | -10.7% | -13.4% | +2.7% | -10.4% |
| 30D | -18.1% | -3.0% | -15.1% | -18.1% |
| 3M | +8.5% | +56.3% | -47.8% | +6.1% |
| 6M | -0.1% | +60.9% | -60.9% | -5.0% |
| YTD | -18.2% | +36.2% | -54.4% | -21.9% |
| 1Y | -19.9% | +121.0% | -140.9% | -26.9% |
| 3Y | +41.6% | -32.8% | +74.4% | +25.4% |
| 5Y | +93.1% | -58.7% | +151.8% | +73.9% |
| All | +121.5% | -17.3% | +138.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling