-20.2%
BKNG vs REPL
+124.4%
-144.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.4% |
| 7D | -10.7% | -13.4% | +2.7% | -10.9% |
| 30D | -18.1% | -3.0% | -15.1% | -18.1% |
| 3M | +8.5% | +56.3% | -47.8% | +10.1% |
| 6M | -0.1% | +60.9% | -60.9% | +3.9% |
| YTD | -18.2% | +36.2% | -54.4% | -14.8% |
| All | -20.2% | +124.4% | -144.6% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling