+50.1%
BKNG vs USAR
+68.6%
-18.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -3.8% |
| 7D | -13.1% | -4.4% | -8.7% | -13.1% |
| 30D | -18.5% | -10.4% | -8.1% | -18.6% |
| 3M | +5.8% | -18.4% | +24.1% | +5.8% |
| 6M | -2.1% | -8.8% | +6.7% | -2.1% |
| YTD | -18.6% | +43.4% | -62.0% | -18.7% |
| 1Y | -21.7% | +21.0% | -42.7% | -21.3% |
| 3Y | +40.9% | +67.7% | -26.9% | +43.4% |
| All | +50.1% | +68.6% | -18.5% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling