+2,852.5%
BKNG vs UMC
+283.0%
+2,569.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.3% |
| 7D | -10.7% | +11.4% | -22.0% | -13.9% |
| 30D | -18.1% | +16.8% | -34.9% | -22.4% |
| 3M | +8.5% | +19.1% | -10.6% | -1.4% |
| 6M | -0.1% | +137.4% | -137.5% | -28.7% |
| YTD | -18.2% | +186.4% | -204.6% | -46.1% |
| 1Y | -19.9% | +229.1% | -248.9% | -49.7% |
| 3Y | +41.6% | +257.9% | -216.3% | -15.6% |
| 5Y | +93.1% | +137.5% | -44.4% | +28.4% |
| 10Y | +214.8% | +1,808.2% | -1,593.4% | -6.7% |
| All | +2,852.5% | +283.0% | +2,569.5% | +650.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling