+11.1%
BKNG vs UL
+14.5%
-3.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -5.9% |
| 7D | -7.9% | -1.3% | -6.6% | -6.8% |
| 30D | -15.9% | +0.9% | -16.8% | -16.3% |
| 3M | +11.1% | +14.2% | -3.1% | +1.4% |
| All | +11.1% | +14.5% | -3.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3mo: compounded portfolio wealth divided by compounded UL 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…
3mo analysis · Full analysis span regression · Available span rolling