-13.6%
BKNG vs SPOT
+0.4%
-14.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.2% | +8.4% |
| 7D | +15.6% | +16.6% | -1.0% | +10.3% |
| 30D | +8.0% | +29.9% | -22.0% | -0.5% |
| 3M | -11.8% | +31.3% | -43.0% | -19.0% |
| 6M | +3.8% | +43.2% | -39.5% | -7.8% |
| YTD | -19.6% | +8.1% | -27.7% | -21.4% |
| 1Y | -13.6% | -0.3% | -13.3% | -12.9% |
| All | -13.6% | +0.4% | -14.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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