-13.6%
BKNG vs URI
+33.3%
-46.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.4% | +14.2% | +9.9% |
| 7D | +15.6% | -4.3% | +19.9% | +15.6% |
| 30D | +8.0% | +4.6% | +3.4% | +7.7% |
| 3M | -11.8% | -2.1% | -9.7% | -11.8% |
| 6M | +3.8% | +21.9% | -18.2% | +1.7% |
| YTD | -19.6% | +39.7% | -59.3% | -24.3% |
| 1Y | -13.6% | +32.9% | -46.4% | -14.7% |
| All | -13.6% | +33.3% | -46.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling