+114.2%
BKNG vs SPOT
+215.3%
-101.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -13.1% | -6.5% | -6.6% | -11.6% |
| 30D | -18.5% | +2.2% | -20.7% | -19.0% |
| 3M | +5.8% | +5.4% | +0.4% | +4.3% |
| 6M | -2.1% | -4.0% | +1.9% | -1.9% |
| YTD | -18.6% | -9.9% | -8.7% | -17.6% |
| 1Y | -21.7% | -27.3% | +5.6% | -16.7% |
| 3Y | +40.9% | +236.4% | -195.5% | +0.7% |
| 5Y | +91.0% | +112.6% | -21.6% | +41.5% |
| All | +114.2% | +215.3% | -101.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling