+93.1%
BKNG vs XLE
+220.9%
-127.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | +0.5% | -11.1% | -10.8% |
| 30D | -18.1% | +6.6% | -24.7% | -19.4% |
| 3M | +8.5% | +12.3% | -3.7% | +5.0% |
| 6M | -0.1% | +18.4% | -18.4% | -5.5% |
| YTD | -18.2% | +47.2% | -65.5% | -28.5% |
| 1Y | -19.9% | +50.3% | -70.1% | -30.6% |
| 3Y | +41.6% | +55.3% | -13.7% | +19.7% |
| 5Y | +93.1% | +226.0% | -132.8% | +13.7% |
| All | +93.1% | +220.9% | -127.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 5y: compounded portfolio wealth divided by compounded XLE 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…
5y analysis · Full analysis span regression · 6 months rolling