-13.6%
BKNG vs SHOP
-6.2%
-7.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.3% | +2.5% | +7.5% |
| 7D | +15.6% | -9.0% | +24.6% | +18.6% |
| 30D | +8.0% | -4.4% | +12.4% | +8.9% |
| 3M | -11.8% | +24.1% | -35.9% | -18.8% |
| 6M | +3.8% | +20.0% | -16.2% | -5.1% |
| YTD | -19.6% | -4.9% | -14.7% | -22.9% |
| 1Y | -13.6% | -4.9% | -8.7% | -17.5% |
| All | -13.6% | -6.2% | -7.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling