+1.8%
BKNG vs U
+114.0%
-112.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.1% |
| 7D | -7.9% | +4.5% | -12.3% | -8.6% |
| 30D | -15.9% | -0.6% | -15.3% | -15.8% |
| 3M | +11.1% | +48.4% | -37.3% | +3.6% |
| All | +1.8% | +114.0% | -112.2% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling