+4,521.4%
DELL vs BKNG
+216.0%
+4,305.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.6% |
| 7D | -1.9% | -10.7% | +8.8% | +2.5% |
| 30D | +14.9% | -18.1% | +33.0% | +24.2% |
| 3M | +37.2% | +8.5% | +28.7% | +29.0% |
| 6M | +254.0% | -0.1% | +254.0% | +241.7% |
| YTD | +306.1% | -18.2% | +324.4% | +327.5% |
| 1Y | +312.3% | -19.9% | +332.1% | +335.8% |
| 3Y | +654.0% | +41.6% | +612.4% | +518.2% |
| 5Y | +1,055.3% | +93.1% | +962.2% | +701.9% |
| 10Y | +3,948.9% | +214.8% | +3,734.1% | +2,013.7% |
| All | +4,521.4% | +216.0% | +4,305.5% | +2,332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling