+585.7%
JPM vs BKNG
+217.3%
+368.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.3% | -10.7% | +8.3% | +2.3% |
| 30D | -2.3% | -18.1% | +15.8% | +5.9% |
| 3M | +14.9% | +8.5% | +6.4% | +9.3% |
| 6M | +23.6% | -0.1% | +23.7% | +21.0% |
| YTD | +11.3% | -18.2% | +29.5% | +18.0% |
| 1Y | +19.9% | -19.9% | +39.8% | +27.6% |
| 3Y | +162.6% | +41.6% | +121.0% | +109.1% |
| 5Y | +154.6% | +93.1% | +61.5% | +65.5% |
| All | +585.7% | +217.3% | +368.4% | +235.8% |
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