-13.6%
BKNG vs Z
-54.2%
+40.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.4% | +0.4% | +6.4% |
| 7D | +15.6% | +10.2% | +5.4% | +11.6% |
| 30D | +8.0% | +23.7% | -15.7% | -0.1% |
| 3M | -11.8% | -6.6% | -5.2% | -10.5% |
| 6M | +3.8% | -23.0% | +26.8% | +10.0% |
| YTD | -19.6% | -50.3% | +30.7% | -10.9% |
| 1Y | -13.6% | -53.6% | +40.0% | -5.0% |
| All | -13.6% | -54.2% | +40.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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