-18.5%
BKNG vs USB
+33.0%
-51.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.0% |
| 7D | -7.9% | +2.1% | -10.0% | -8.7% |
| 30D | -15.9% | -2.3% | -13.6% | -15.0% |
| 3M | +11.1% | +13.9% | -2.8% | +4.2% |
| 6M | -0.7% | +21.6% | -22.3% | -10.0% |
| YTD | -15.4% | +19.3% | -34.8% | -23.1% |
| 1Y | -18.5% | +33.6% | -52.1% | -31.5% |
| All | -18.5% | +33.0% | -51.6% | -31.5% |
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