-13.6%
BKNG vs XLP
+24.3%
-37.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.5% | +7.7% |
| 7D | +15.6% | +5.9% | +9.7% | +11.9% |
| 30D | +8.0% | +13.5% | -5.5% | +1.3% |
| 3M | -11.8% | +8.4% | -20.2% | -15.4% |
| 6M | +3.8% | +11.5% | -7.8% | -0.5% |
| YTD | -19.6% | +20.6% | -40.2% | -23.4% |
| 1Y | -13.6% | +24.3% | -37.9% | -18.8% |
| All | -13.6% | +24.3% | -37.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling