+721.3%
BKNG vs RF
+152.0%
+569.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | -0.7% | +7.3% | -8.0% | -2.5% |
| 3M | -25.0% | -7.9% | -17.1% | -23.3% |
| 6M | +3.4% | +10.5% | -7.1% | +0.7% |
| YTD | -25.0% | +9.6% | -34.6% | -26.9% |
| 1Y | -20.7% | +20.3% | -41.0% | -24.6% |
| 3Y | +30.9% | +119.5% | -88.6% | +4.8% |
| 5Y | +66.6% | +48.2% | +18.4% | +46.5% |
| 10Y | +165.1% | +234.3% | -69.2% | +83.5% |
| All | +721.3% | +152.0% | +569.3% | +546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling