+266.5%
BKNG vs SHOP
+7,358.2%
-7,091.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.6% | -2.8% |
| 7D | -13.1% | -10.6% | -2.5% | -11.3% |
| 30D | -18.5% | -18.3% | -0.2% | -15.5% |
| 3M | +5.8% | +14.8% | -9.1% | +3.0% |
| 6M | -2.1% | -5.0% | +2.9% | -2.1% |
| YTD | -18.6% | -21.2% | +2.6% | -16.3% |
| 1Y | -21.7% | -11.6% | -10.1% | -21.4% |
| 3Y | +40.9% | +101.2% | -60.3% | +17.4% |
| 5Y | +91.0% | -15.7% | +106.7% | +66.9% |
| 10Y | +213.2% | +2,989.4% | -2,776.3% | +46.9% |
| All | +266.5% | +7,358.2% | -7,091.7% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling