-13.6%
BKNG vs UAL
+22.8%
-36.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.0% | +1.9% | +7.3% |
| 7D | +15.6% | +11.9% | +3.6% | +11.7% |
| 30D | +8.0% | +5.2% | +2.7% | +6.1% |
| 3M | -11.8% | -12.7% | +0.9% | -8.5% |
| 6M | +3.8% | +28.5% | -24.8% | -4.2% |
| YTD | -19.6% | +3.5% | -23.1% | -21.3% |
| 1Y | -13.6% | +27.5% | -41.1% | -22.0% |
| All | -13.6% | +22.8% | -36.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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