+892.4%
BKNG vs USB
+408.1%
+484.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 6M | +14.1% | +18.8% | -4.7% | +6.3% |
| YTD | -9.3% | +21.0% | -30.3% | -16.3% |
| 1Y | -12.8% | +34.0% | -46.8% | -22.7% |
| 3Y | +58.4% | +95.3% | -36.9% | +18.2% |
| 5Y | +114.1% | +40.4% | +73.8% | +78.2% |
| 10Y | +246.8% | +107.3% | +139.5% | +142.7% |
| All | +892.4% | +408.1% | +484.3% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling