+892.4%
BKNG vs URI
+3,396.7%
-2,504.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.4% |
| 7D | -6.0% | -2.0% | -4.0% | -5.5% |
| 30D | -6.6% | -12.9% | +6.3% | -2.8% |
| 3M | +15.7% | -6.7% | +22.4% | +17.1% |
| 6M | +14.1% | +19.0% | -4.8% | +5.7% |
| YTD | -9.3% | +25.5% | -34.9% | -18.0% |
| 1Y | -12.8% | +5.5% | -18.3% | -17.0% |
| 3Y | +58.4% | +111.3% | -52.9% | +18.0% |
| 5Y | +114.1% | +198.6% | -84.4% | +40.8% |
| 10Y | +246.8% | +1,179.9% | -933.1% | +36.6% |
| All | +892.4% | +3,396.7% | -2,504.3% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling