+209.9%
BKNG vs UMC
+1,818.5%
-1,608.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | -10.7% | +11.4% | -22.0% | -13.0% |
| 30D | -18.1% | +16.8% | -34.9% | -21.3% |
| 3M | +8.5% | +19.1% | -10.6% | +0.7% |
| 6M | -0.1% | +137.4% | -137.5% | -24.1% |
| YTD | -18.2% | +186.4% | -204.6% | -42.1% |
| 1Y | -19.9% | +229.1% | -248.9% | -45.7% |
| 3Y | +41.6% | +257.9% | -216.3% | -8.3% |
| 5Y | +93.1% | +137.5% | -44.4% | +35.1% |
| All | +209.9% | +1,818.5% | -1,608.6% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling