+209.9%
BKNG vs SHOP
+3,058.7%
-2,848.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -10.7% | -13.2% | +2.6% | -8.1% |
| 30D | -18.1% | -17.0% | -1.1% | -15.1% |
| 3M | +8.5% | +17.0% | -8.5% | +5.1% |
| 6M | -0.1% | -2.1% | +2.1% | -0.6% |
| YTD | -18.2% | -21.4% | +3.1% | -15.7% |
| 1Y | -19.9% | -11.0% | -8.9% | -19.7% |
| 3Y | +41.6% | +100.9% | -59.3% | +16.4% |
| 5Y | +93.1% | -14.7% | +107.8% | +66.8% |
| All | +209.9% | +3,058.7% | -2,848.8% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling