+115.3%
BKNG vs SPOT
+214.5%
-99.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -10.7% | -6.9% | -3.8% | -9.1% |
| 30D | -18.1% | +4.1% | -22.2% | -18.9% |
| 3M | +8.5% | +3.7% | +4.8% | +7.5% |
| 6M | -0.1% | -1.6% | +1.6% | -0.4% |
| YTD | -18.2% | -10.2% | -8.1% | -17.1% |
| 1Y | -19.9% | -25.9% | +6.0% | -15.2% |
| 3Y | +41.6% | +235.6% | -194.0% | +1.3% |
| 5Y | +93.1% | +110.6% | -17.5% | +43.4% |
| All | +115.3% | +214.5% | -99.2% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling