+39.1%
BKNG vs U
+11.2%
+27.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.8% |
| 7D | -13.1% | +4.4% | -17.5% | -13.6% |
| 30D | -18.5% | -1.3% | -17.2% | -18.4% |
| 3M | +5.8% | +49.6% | -43.8% | +0.4% |
| 6M | -2.1% | +100.2% | -102.3% | -10.4% |
| YTD | -18.6% | -3.7% | -15.0% | -20.2% |
| 1Y | -21.7% | -6.5% | -15.2% | -23.3% |
| All | +39.1% | +11.2% | +27.9% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling