+790.5%
BKNG vs XLB
+753.6%
+36.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.0% |
| 7D | -13.1% | -2.9% | -10.2% | -11.0% |
| 30D | -18.5% | -3.4% | -15.2% | -16.3% |
| 3M | +5.8% | +1.6% | +4.2% | +4.6% |
| 6M | -2.1% | +3.6% | -5.8% | -5.1% |
| YTD | -18.6% | +14.2% | -32.9% | -27.4% |
| 1Y | -21.7% | +15.6% | -37.2% | -30.9% |
| 3Y | +40.9% | +33.1% | +7.8% | +10.3% |
| 5Y | +91.0% | +35.0% | +55.9% | +49.2% |
| 10Y | +213.2% | +164.5% | +48.6% | +45.9% |
| All | +790.5% | +753.6% | +36.9% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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