+795.1%
BKNG vs UL
+560.2%
+234.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -10.7% | -4.1% | -6.6% | -9.3% |
| 30D | -18.1% | -1.2% | -16.9% | -17.7% |
| 3M | +8.5% | +6.0% | +2.5% | +6.4% |
| 6M | -0.1% | -5.5% | +5.4% | +1.9% |
| YTD | -18.2% | -3.3% | -14.9% | -17.6% |
| 1Y | -19.9% | -9.8% | -10.1% | -17.4% |
| 3Y | +41.6% | +20.1% | +21.5% | +29.7% |
| 5Y | +93.1% | +19.2% | +73.9% | +75.7% |
| 10Y | +214.8% | +65.4% | +149.4% | +148.6% |
| All | +795.1% | +560.2% | +234.9% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling