+892.4%
BKNG vs XLP
+491.5%
+401.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -6.0% | -1.0% | -5.0% | -5.3% |
| 30D | -6.6% | -0.9% | -5.8% | -5.9% |
| 3M | +15.7% | +3.8% | +11.9% | +12.7% |
| 6M | +14.1% | -1.7% | +15.9% | +15.5% |
| YTD | -9.3% | +10.3% | -19.6% | -16.4% |
| 1Y | -12.8% | +7.8% | -20.6% | -18.3% |
| 3Y | +58.4% | +27.2% | +31.2% | +29.4% |
| 5Y | +114.1% | +32.5% | +81.6% | +69.4% |
| 10Y | +246.8% | +101.8% | +145.0% | +100.3% |
| All | +892.4% | +491.5% | +401.0% | +214.1% |
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