+22,863.7%
BKNG vs UAL
+242.1%
+22,621.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.5% |
| 7D | -6.0% | +0.7% | -6.7% | -6.1% |
| 30D | -6.6% | -16.1% | +9.5% | -3.2% |
| 3M | +15.7% | +6.1% | +9.6% | +13.9% |
| 6M | +14.1% | +10.8% | +3.3% | +10.7% |
| YTD | -9.3% | -0.4% | -8.9% | -10.3% |
| 1Y | -12.8% | +5.0% | -17.8% | -15.0% |
| 3Y | +58.4% | +124.0% | -65.6% | +26.5% |
| 5Y | +114.1% | +141.0% | -26.8% | +66.3% |
| 10Y | +246.8% | +118.0% | +128.8% | +155.5% |
| All | +22,863.7% | +242.1% | +22,621.6% | +12,327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling