+855.7%
SPY vs BKNG
+880.7%
-25.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | -0.4% | -13.1% | +12.8% | +1.4% |
| 30D | -1.4% | -18.5% | +17.2% | +1.1% |
| 3M | +3.7% | +5.8% | -2.1% | +2.7% |
| 6M | +13.0% | -2.1% | +15.1% | +12.8% |
| YTD | +12.4% | -18.6% | +31.0% | +14.6% |
| 1Y | +18.5% | -21.7% | +40.2% | +21.3% |
| 3Y | +77.6% | +40.9% | +36.8% | +68.3% |
| 5Y | +81.7% | +91.0% | -9.3% | +64.5% |
| 10Y | +319.7% | +213.2% | +106.5% | +255.5% |
| All | +855.7% | +880.7% | -25.0% | +440.5% |
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