+892.4%
BKNG vs RF
+165.6%
+726.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -6.0% | +1.3% | -7.3% | -6.3% |
| 30D | -6.6% | -3.6% | -3.0% | -5.7% |
| 3M | +15.7% | +8.1% | +7.6% | +13.3% |
| 6M | +14.1% | +11.5% | +2.7% | +10.8% |
| YTD | -9.3% | +15.6% | -24.9% | -13.0% |
| 1Y | -12.8% | +15.7% | -28.4% | -16.3% |
| 3Y | +58.4% | +86.9% | -28.5% | +31.7% |
| 5Y | +114.1% | +89.8% | +24.3% | +76.2% |
| 10Y | +246.8% | +344.7% | -97.9% | +124.1% |
| All | +892.4% | +165.6% | +726.8% | +669.8% |
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 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