+127.1%
BKNG vs RVMD
+620.8%
-493.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -10.7% | -3.6% | -7.1% | -10.2% |
| 30D | -18.1% | -1.1% | -17.0% | -18.1% |
| 3M | +8.5% | +41.0% | -32.5% | +3.4% |
| 6M | -0.1% | +105.7% | -105.8% | -10.6% |
| YTD | -18.2% | +155.3% | -173.5% | -29.7% |
| 1Y | -19.9% | +402.7% | -422.6% | -37.8% |
| 3Y | +41.6% | +533.1% | -491.5% | +2.2% |
| 5Y | +93.1% | +583.5% | -490.4% | +28.1% |
| All | +127.1% | +620.8% | -493.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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