+13,449.8%
GOOG vs BKNG
+21,730.7%
-8,280.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | 0.0% | -10.0% | +10.1% | +3.4% |
| 30D | -2.0% | -18.1% | +16.1% | +4.3% |
| 3M | -5.9% | +6.3% | -12.2% | -8.3% |
| 6M | +8.9% | +0.8% | +8.1% | +7.4% |
| YTD | +7.1% | -18.4% | +25.5% | +12.3% |
| 1Y | +39.7% | -20.4% | +60.1% | +47.1% |
| 3Y | +145.8% | +39.5% | +106.3% | +113.2% |
| 5Y | +138.6% | +92.7% | +45.9% | +82.7% |
| 10Y | +791.5% | +214.1% | +577.5% | +466.7% |
| All | +13,449.8% | +21,730.7% | -8,280.9% | +2,899.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling