+245.6%
BKNG vs XYZ
+607.2%
-361.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -10.0% | -4.3% | -5.7% | -9.1% |
| 30D | -18.1% | +1.2% | -19.3% | -18.3% |
| 3M | +6.3% | +14.6% | -8.3% | +3.2% |
| 6M | +0.8% | +22.6% | -21.7% | -3.8% |
| YTD | -18.4% | +21.7% | -40.1% | -22.5% |
| 1Y | -20.4% | +6.7% | -27.1% | -22.7% |
| 3Y | +39.5% | +46.8% | -7.3% | +19.8% |
| 5Y | +92.7% | -68.0% | +160.7% | +111.2% |
| 10Y | +214.1% | +602.8% | -388.8% | +83.3% |
| All | +245.6% | +607.2% | -361.6% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling