+93.1%
BKNG vs REPL
-58.5%
+151.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.5% |
| 7D | -10.7% | -13.4% | +2.7% | -10.6% |
| 30D | -18.1% | -3.0% | -15.1% | -18.1% |
| 3M | +8.5% | +56.3% | -47.8% | +8.3% |
| 6M | -0.1% | +60.9% | -60.9% | -0.6% |
| YTD | -18.2% | +36.2% | -54.4% | -18.4% |
| 1Y | -19.9% | +121.0% | -140.9% | -21.8% |
| 3Y | +41.6% | -32.8% | +74.4% | +40.5% |
| 5Y | +93.1% | -58.7% | +151.8% | +93.8% |
| All | +93.1% | -58.5% | +151.6% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling