+795.1%
BKNG vs DVA
+5,143.3%
-4,348.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -18.1% | +1.7% | -19.8% | -18.4% |
| 3M | +8.5% | -8.7% | +17.2% | +9.8% |
| 6M | -0.1% | +19.7% | -19.7% | -5.5% |
| YTD | -18.2% | +59.6% | -77.8% | -28.5% |
| 1Y | -19.9% | +37.1% | -57.0% | -27.6% |
| 3Y | +41.6% | +89.8% | -48.2% | +15.2% |
| 5Y | +93.1% | +47.4% | +45.7% | +62.4% |
| 10Y | +214.8% | +184.9% | +29.9% | +118.4% |
| All | +795.1% | +5,143.3% | -4,348.2% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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