-0.1%
BKNG vs Q
+8.8%
-8.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | -10.7% | +4.1% | -14.8% | -10.6% |
| 30D | -18.1% | -10.7% | -7.4% | -18.2% |
| 3M | +8.5% | -11.7% | +20.2% | +6.3% |
| 6M | -0.1% | +8.3% | -8.4% | -8.5% |
| All | -0.1% | +8.8% | -8.9% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling