+98.8%
BKNG vs USB
+39.7%
+59.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.2% |
| 7D | -7.9% | +2.1% | -10.0% | -8.6% |
| 30D | -15.9% | -2.3% | -13.6% | -15.1% |
| 3M | +11.1% | +13.9% | -2.8% | +5.3% |
| 6M | -0.7% | +21.6% | -22.3% | -8.4% |
| YTD | -15.4% | +19.3% | -34.8% | -21.5% |
| 1Y | -18.5% | +33.6% | -52.1% | -27.8% |
| 3Y | +46.5% | +97.7% | -51.3% | +8.5% |
| 5Y | +98.8% | +40.4% | +58.3% | +74.2% |
| All | +98.8% | +39.7% | +59.0% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling