+767.4%
GOOG vs BKNG
+217.3%
+550.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.5% | -10.7% | +8.2% | +1.7% |
| 30D | -3.6% | -18.1% | +14.5% | +3.9% |
| 3M | -6.4% | +8.5% | -15.0% | -10.3% |
| 6M | +7.8% | -0.1% | +7.8% | +6.1% |
| YTD | +5.5% | -18.2% | +23.7% | +11.7% |
| 1Y | +38.3% | -19.9% | +58.1% | +47.0% |
| 3Y | +143.1% | +41.6% | +101.5% | +99.1% |
| 5Y | +135.0% | +93.1% | +41.9% | +62.6% |
| All | +767.4% | +217.3% | +550.1% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 10y: compounded portfolio wealth divided by compounded BKNG 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…
10y analysis · Full analysis span regression · 6 months rolling