+39.8%
BKNG vs S
+15.8%
+24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -10.7% | +0.1% | -10.7% | -10.6% |
| 30D | -18.1% | -11.8% | -6.3% | -16.5% |
| 3M | +8.5% | +33.9% | -25.4% | +1.8% |
| 6M | -0.1% | +40.1% | -40.2% | -7.8% |
| YTD | -18.2% | +32.1% | -50.3% | -23.9% |
| 1Y | -19.9% | +11.0% | -30.9% | -23.6% |
| All | +39.8% | +15.8% | +24.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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