-16.8%
BKNG vs USB
+33.5%
-50.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +0.3% |
| 7D | +6.3% | +0.8% | +5.6% | +5.9% |
| 30D | +2.0% | +6.8% | -4.8% | -1.4% |
| 3M | -23.6% | -3.8% | -19.8% | -22.3% |
| 6M | -1.0% | +11.7% | -12.7% | -6.3% |
| YTD | -23.1% | +17.5% | -40.6% | -29.6% |
| All | -16.8% | +33.5% | -50.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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