-6.4%
T vs BKNG
-13.7%
+7.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.8% | -7.8% | +1.5% |
| 7D | +5.5% | +15.6% | -10.1% | +4.7% |
| 30D | -8.9% | +8.0% | -16.9% | -9.2% |
| 3M | -5.6% | -11.8% | +6.2% | -5.9% |
| 6M | -14.3% | +3.8% | -18.0% | -13.7% |
| YTD | -7.9% | -19.6% | +11.7% | -8.7% |
| 1Y | -6.4% | -13.6% | +7.2% | -7.7% |
| All | -6.4% | -13.7% | +7.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling