+23.5%
JPM vs BKNG
-2.6%
+26.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.7% |
| 7D | -0.4% | -13.1% | +12.7% | +1.0% |
| 30D | -1.4% | -18.5% | +17.1% | +0.6% |
| 3M | +13.9% | +5.8% | +8.2% | +12.5% |
| 6M | +23.5% | -2.1% | +25.6% | +22.0% |
| All | +23.5% | -2.6% | +26.1% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling