-20.2%
BKNG vs USAR
+16.6%
-36.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +0.5% |
| 7D | -10.7% | -9.3% | -1.3% | -10.7% |
| 30D | -18.1% | -15.2% | -2.9% | -18.1% |
| 3M | +8.5% | -21.1% | +29.6% | +8.6% |
| 6M | -0.1% | -21.6% | +21.5% | -0.5% |
| YTD | -18.2% | +34.8% | -53.0% | -20.2% |
| All | -20.2% | +16.6% | -36.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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