+825.7%
BKNG vs STRL
+40,076.0%
-39,250.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -7.0% |
| 7D | -7.9% | +10.1% | -18.0% | -8.7% |
| 30D | -15.9% | -8.2% | -7.7% | -15.5% |
| 3M | +11.1% | -43.7% | +54.8% | +15.6% |
| 6M | -0.7% | +27.1% | -27.8% | -6.2% |
| YTD | -15.4% | +64.0% | -79.4% | -22.4% |
| 1Y | -18.5% | +75.2% | -93.7% | -26.3% |
| 3Y | +46.5% | +539.9% | -493.5% | +13.9% |
| 5Y | +98.8% | +2,133.0% | -2,034.2% | +36.5% |
| 10Y | +218.4% | +7,178.3% | -6,959.9% | +94.1% |
| All | +825.7% | +40,076.0% | -39,250.3% | +686.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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