+59.0%
BKNG vs USB
+101.7%
-42.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -6.0% | +1.4% | -7.4% | -6.5% |
| 30D | -6.6% | -1.3% | -5.3% | -6.2% |
| 3M | +15.7% | +15.2% | +0.5% | +9.3% |
| 6M | +14.1% | +18.8% | -4.7% | +6.5% |
| YTD | -9.3% | +21.0% | -30.3% | -16.1% |
| 1Y | -12.8% | +34.0% | -46.8% | -22.5% |
| All | +59.0% | +101.7% | -42.7% | +22.6% |
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