+38.4%
BKNG vs USB
+89.5%
-51.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | +8.5% | 0.0% | +8.5% | +8.6% |
| 30D | +3.1% | +5.8% | -2.8% | +0.7% |
| 3M | -22.3% | -6.0% | -16.4% | -20.3% |
| 6M | -4.1% | +7.8% | -11.8% | -7.0% |
| YTD | -24.5% | +14.6% | -39.0% | -28.6% |
| 1Y | -17.3% | +31.8% | -49.0% | -26.1% |
| 3Y | +38.4% | +91.5% | -53.1% | +12.6% |
| All | +38.4% | +89.5% | -51.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling