+209.9%
BKNG vs URA
+361.2%
-151.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.6% |
| 7D | -10.7% | -1.5% | -9.1% | -10.4% |
| 30D | -18.1% | -0.4% | -17.7% | -18.3% |
| 3M | +8.5% | +6.3% | +2.3% | +5.9% |
| 6M | -0.1% | -14.0% | +13.9% | +1.9% |
| YTD | -18.2% | +5.3% | -23.5% | -22.8% |
| 1Y | -19.9% | +11.7% | -31.5% | -27.1% |
| 3Y | +41.6% | +109.8% | -68.2% | -0.2% |
| 5Y | +93.1% | +108.0% | -14.8% | +29.7% |
| All | +209.9% | +361.2% | -151.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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