-16.7%
BKNG vs Q
+79.8%
-96.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -10.0% | +4.9% | -14.9% | -10.2% |
| 30D | -18.1% | -11.0% | -7.1% | -17.7% |
| 3M | +6.3% | -15.2% | +21.5% | +6.5% |
| 6M | +0.8% | +8.8% | -8.0% | -3.8% |
| YTD | -18.4% | +55.1% | -73.5% | -24.7% |
| All | -16.7% | +79.8% | -96.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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