+110.4%
BKNG vs S
-57.8%
+168.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.5% | -6.4% |
| 7D | -7.9% | -5.8% | -2.0% | -7.0% |
| 30D | -15.9% | -9.2% | -6.7% | -14.9% |
| 3M | +11.1% | +23.4% | -12.3% | +6.6% |
| 6M | -0.7% | +36.9% | -37.6% | -6.8% |
| YTD | -15.4% | +29.5% | -45.0% | -20.0% |
| 1Y | -18.5% | +5.4% | -24.0% | -20.8% |
| 3Y | +46.5% | +14.7% | +31.8% | +36.0% |
| 5Y | +98.8% | -71.5% | +170.3% | +102.8% |
| All | +110.4% | -57.8% | +168.1% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling