+209.9%
BKNG vs RF
+340.3%
-130.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -10.7% | -1.6% | -9.0% | -10.0% |
| 30D | -18.1% | -4.3% | -13.8% | -16.6% |
| 3M | +8.5% | +5.9% | +2.7% | +5.8% |
| 6M | -0.1% | +14.1% | -14.2% | -5.7% |
| YTD | -18.2% | +13.8% | -32.0% | -23.0% |
| 1Y | -19.9% | +15.2% | -35.1% | -25.1% |
| 3Y | +41.6% | +90.6% | -49.0% | +3.2% |
| 5Y | +93.1% | +88.9% | +4.2% | +38.9% |
| All | +209.9% | +340.3% | -130.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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