+93.1%
BKNG vs UAL
+127.4%
-34.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -2.0% | -8.7% | -10.0% |
| 30D | -18.1% | -15.7% | -2.4% | -13.3% |
| 3M | +8.5% | +3.6% | +4.9% | +6.7% |
| 6M | -0.1% | +16.9% | -17.0% | -6.5% |
| YTD | -18.2% | -4.8% | -13.5% | -18.6% |
| 1Y | -19.9% | -0.9% | -18.9% | -21.8% |
| 3Y | +41.6% | +124.5% | -82.9% | -7.5% |
| 5Y | +93.1% | +140.2% | -47.1% | +13.3% |
| All | +93.1% | +127.4% | -34.3% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling