-9.3%
T vs BKNG
-19.9%
+10.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.4% | -10.7% | +8.2% | -2.4% |
| 30D | +4.3% | -18.1% | +22.4% | +4.3% |
| 3M | +11.6% | +8.5% | +3.0% | +12.6% |
| 6M | -5.6% | -0.1% | -5.5% | -5.1% |
| YTD | +6.6% | -18.2% | +24.8% | +7.0% |
| All | -9.3% | -19.9% | +10.6% | -10.1% |
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