+825.7%
BKNG vs XLE
+948.0%
-122.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.2% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -15.9% | +12.6% | -28.6% | -20.8% |
| 3M | +11.1% | +11.8% | -0.8% | +4.3% |
| 6M | -0.7% | +16.1% | -16.8% | -9.4% |
| YTD | -15.4% | +46.9% | -62.3% | -31.6% |
| 1Y | -18.5% | +53.3% | -71.8% | -35.7% |
| 3Y | +46.5% | +54.9% | -8.5% | +12.6% |
| 5Y | +98.8% | +225.7% | -126.9% | +0.7% |
| 10Y | +218.4% | +170.7% | +47.7% | +64.7% |
| All | +825.7% | +948.0% | -122.2% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling