+721.3%
BKNG vs URI
+3,800.7%
-3,079.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.7% | +6.7% | -7.4% | -2.7% |
| 30D | -0.7% | +8.9% | -9.5% | -3.6% |
| 3M | -25.0% | +0.5% | -25.5% | -25.7% |
| 6M | +3.4% | +20.7% | -17.2% | -4.0% |
| YTD | -25.0% | +40.0% | -65.0% | -34.8% |
| 1Y | -20.7% | +34.4% | -55.1% | -30.2% |
| 3Y | +30.9% | +149.5% | -118.5% | -7.7% |
| 5Y | +66.6% | +205.6% | -139.0% | +8.4% |
| 10Y | +165.1% | +1,183.1% | -1,018.0% | +4.4% |
| All | +721.3% | +3,800.7% | -3,079.4% | +30.7% |
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 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