+145.2%
GOOGL vs BKNG
+41.2%
+104.0%
-29.8%
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% | +0.4% |
| 7D | -2.8% | -10.7% | +7.8% | +0.3% |
| 30D | -3.2% | -18.1% | +14.9% | +2.4% |
| 3M | -6.6% | +8.5% | -15.1% | -9.7% |
| 6M | +8.5% | -0.1% | +8.5% | +7.0% |
| YTD | +6.5% | -18.2% | +24.7% | +12.3% |
| 1Y | +39.4% | -19.9% | +59.3% | +47.7% |
| All | +145.2% | +41.2% | +104.0% | +100.4% |
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