-2.1%
BKNG vs Z
-28.3%
+26.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | -13.1% | -7.1% | -6.1% | -10.2% |
| 30D | -18.5% | -4.8% | -13.8% | -16.9% |
| 3M | +5.8% | -9.3% | +15.1% | +8.8% |
| 6M | -2.1% | -29.0% | +26.9% | +10.7% |
| All | -2.1% | -28.3% | +26.2% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling