+155.6%
BKNG vs U
-43.3%
+198.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 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% | 0.0% |
| 6M | -2.1% | +100.2% | -102.3% | -11.3% |
| YTD | -18.6% | -3.7% | -15.0% | -20.2% |
| 1Y | -21.7% | -6.5% | -15.2% | -23.4% |
| 3Y | +40.9% | +12.9% | +28.0% | +27.8% |
| 5Y | +91.0% | -68.3% | +159.3% | +78.9% |
| All | +155.6% | -43.3% | +198.9% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling