+790.5%
BKNG vs SO
+2,033.9%
-1,243.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -18.5% | -2.5% | -16.0% | -18.0% |
| 3M | +5.8% | -4.2% | +9.9% | +6.9% |
| 6M | -2.1% | -7.7% | +5.5% | -0.3% |
| YTD | -18.6% | +3.8% | -22.4% | -20.0% |
| 1Y | -21.7% | +0.1% | -21.7% | -22.2% |
| 3Y | +40.9% | +44.2% | -3.3% | +24.3% |
| 5Y | +91.0% | +57.9% | +33.1% | +62.4% |
| 10Y | +213.2% | +162.0% | +51.2% | +130.2% |
| All | +790.5% | +2,033.9% | -1,243.5% | +1,024.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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