+117.3%
BKNG vs NVDL
+2,480.8%
-2,363.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.9% |
| 7D | -10.7% | -8.7% | -2.0% | -9.9% |
| 30D | -18.1% | -1.3% | -16.8% | -18.3% |
| 3M | +8.5% | +11.4% | -2.8% | +6.6% |
| 6M | -0.1% | +22.9% | -22.9% | -3.6% |
| YTD | -18.2% | +15.4% | -33.6% | -21.0% |
| 1Y | -19.9% | +18.8% | -38.6% | -23.4% |
| 3Y | +41.6% | +641.4% | -599.8% | +0.9% |
| All | +117.3% | +2,480.8% | -2,363.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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