+93.1%
BKNG vs S
-70.4%
+163.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.7% |
| 3M | +8.5% | +33.9% | -25.4% | +2.6% |
| 6M | -0.1% | +40.1% | -40.2% | -6.8% |
| YTD | -18.2% | +32.1% | -50.3% | -23.1% |
| 1Y | -19.9% | +11.0% | -30.9% | -22.8% |
| 3Y | +41.6% | +16.9% | +24.7% | +30.6% |
| 5Y | +93.1% | -68.9% | +162.0% | +97.6% |
| All | +93.1% | -70.4% | +163.5% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling