+724.6%
BKNG vs XLP
+543.7%
+180.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -6.3% | -0.5% | -5.8% | -5.9% |
| 30D | +1.1% | +8.3% | -7.2% | -4.7% |
| 3M | -24.6% | +8.7% | -33.2% | -29.0% |
| 6M | +2.0% | +11.2% | -9.2% | -5.6% |
| YTD | -24.7% | +20.0% | -44.7% | -34.7% |
| 1Y | -20.0% | +21.3% | -41.3% | -31.3% |
| 3Y | +33.4% | +43.8% | -10.5% | -0.7% |
| 5Y | +65.4% | +43.3% | +22.1% | +23.6% |
| 10Y | +166.1% | +136.8% | +29.4% | +36.7% |
| All | +724.6% | +543.7% | +180.9% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling