+66.2%
T vs BKNG
+92.3%
-26.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.4% | -10.7% | +8.2% | -1.6% |
| 30D | +4.3% | -18.1% | +22.4% | +5.9% |
| 3M | +11.6% | +8.5% | +3.0% | +10.8% |
| 6M | -5.6% | -0.1% | -5.5% | -5.8% |
| YTD | +6.6% | -18.2% | +24.8% | +8.2% |
| 1Y | -8.4% | -19.9% | +11.5% | -6.9% |
| 3Y | +107.8% | +41.6% | +66.2% | +96.1% |
| All | +66.2% | +92.3% | -26.1% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling