-20.2%
BKNG vs U
-3.2%
-17.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -10.7% | 0.0% | -10.6% | -10.7% |
| 30D | -18.1% | -4.1% | -14.0% | -17.7% |
| 3M | +8.5% | +57.8% | -49.3% | +2.5% |
| 6M | -0.1% | +103.5% | -103.6% | -8.0% |
| YTD | -18.2% | -4.8% | -13.5% | -20.5% |
| All | -20.2% | -3.2% | -17.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling