+39.1%
BKNG vs RF
+87.8%
-48.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -13.1% | -0.1% | -13.0% | -13.1% |
| 30D | -18.5% | -4.0% | -14.5% | -17.4% |
| 3M | +5.8% | +5.6% | +0.2% | +3.8% |
| 6M | -2.1% | +13.1% | -15.2% | -6.2% |
| YTD | -18.6% | +13.6% | -32.2% | -22.2% |
| 1Y | -21.7% | +16.0% | -37.6% | -25.8% |
| All | +39.1% | +87.8% | -48.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling