+39.5%
BKNG vs SPOT
+237.0%
-197.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -10.0% | -3.1% | -6.9% | -9.3% |
| 30D | -18.1% | +7.4% | -25.4% | -19.4% |
| 3M | +6.3% | +8.2% | -1.9% | +4.3% |
| 6M | +0.8% | +2.2% | -1.4% | -0.4% |
| YTD | -18.4% | -9.5% | -9.0% | -17.6% |
| 1Y | -20.4% | -23.8% | +3.5% | -16.8% |
| 3Y | +39.5% | +233.5% | -194.0% | +9.6% |
| All | +39.5% | +237.0% | -197.5% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling