+91.0%
BKNG vs RF
+88.8%
+2.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -13.1% | -0.1% | -13.0% | -13.0% |
| 30D | -18.5% | -4.0% | -14.5% | -17.1% |
| 3M | +5.8% | +5.6% | +0.2% | +3.3% |
| 6M | -2.1% | +13.1% | -15.2% | -7.3% |
| YTD | -18.6% | +13.6% | -32.2% | -23.3% |
| 1Y | -21.7% | +16.0% | -37.6% | -27.0% |
| 3Y | +40.9% | +90.2% | -49.3% | +2.8% |
| 5Y | +91.0% | +87.0% | +4.0% | +43.5% |
| All | +91.0% | +88.8% | +2.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling