+91.7%
BKNG vs XYZ
-68.2%
+159.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -10.7% | -5.2% | -5.5% | -9.6% |
| 30D | -18.1% | 0.0% | -18.1% | -18.2% |
| 3M | +8.5% | +18.7% | -10.1% | +4.5% |
| 6M | -0.1% | +20.5% | -20.6% | -4.4% |
| YTD | -18.2% | +21.5% | -39.7% | -22.3% |
| 1Y | -19.9% | +7.2% | -27.1% | -22.3% |
| 3Y | +41.6% | +49.0% | -7.4% | +20.6% |
| All | +91.7% | -68.2% | +159.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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