+108.9%
META vs BKNG
+58.4%
+50.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +6.7% | -6.0% | +12.7% | +9.6% |
| 30D | +4.8% | -6.6% | +11.4% | +7.8% |
| 3M | -1.6% | +15.7% | -17.3% | -8.5% |
| 6M | -7.5% | +14.1% | -21.6% | -14.0% |
| YTD | -6.4% | -9.3% | +2.9% | -3.0% |
| 1Y | -17.3% | -12.8% | -4.6% | -13.0% |
| All | +108.9% | +58.4% | +50.4% | +58.0% |
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 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