+142.1%
GOOG vs BKNG
+41.2%
+100.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.5% | -10.7% | +8.2% | +0.6% |
| 30D | -3.6% | -18.1% | +14.5% | +1.9% |
| 3M | -6.4% | +8.5% | -15.0% | -9.5% |
| 6M | +7.8% | -0.1% | +7.8% | +6.3% |
| YTD | +5.5% | -18.2% | +23.7% | +11.2% |
| 1Y | +38.3% | -19.9% | +58.1% | +46.5% |
| All | +142.1% | +41.2% | +100.9% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling