+153.9%
BKNG vs QS
-47.4%
+201.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -10.7% | -5.0% | -5.7% | -10.4% |
| 30D | -18.1% | -18.3% | +0.2% | -17.1% |
| 3M | +8.5% | -26.0% | +34.5% | +10.2% |
| 6M | -0.1% | -24.0% | +24.0% | +0.9% |
| YTD | -18.2% | -50.3% | +32.1% | -15.4% |
| 1Y | -19.9% | -38.0% | +18.1% | -19.2% |
| 3Y | +41.6% | -24.6% | +66.2% | +34.3% |
| 5Y | +93.1% | -75.4% | +168.5% | +87.5% |
| All | +153.9% | -47.4% | +201.3% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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