-16.9%
BKNG vs Q
+78.4%
-95.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -3.9% |
| 7D | -13.1% | +6.6% | -19.7% | -13.3% |
| 30D | -18.5% | -6.6% | -12.0% | -18.3% |
| 3M | +5.8% | -13.2% | +19.0% | +5.4% |
| 6M | -2.1% | +9.9% | -12.1% | -6.9% |
| YTD | -18.6% | +53.9% | -72.6% | -24.9% |
| All | -16.9% | +78.4% | -95.4% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling