+209.9%
BKNG vs QSR
+133.7%
+76.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -10.7% | -4.7% | -6.0% | -8.4% |
| 30D | -18.1% | +4.3% | -22.4% | -19.8% |
| 3M | +8.5% | +5.4% | +3.1% | +5.7% |
| 6M | -0.1% | +8.2% | -8.2% | -4.2% |
| YTD | -18.2% | +14.1% | -32.4% | -23.8% |
| 1Y | -19.9% | +28.1% | -48.0% | -29.8% |
| 3Y | +41.6% | +25.3% | +16.3% | +21.7% |
| 5Y | +93.1% | +40.4% | +52.7% | +54.8% |
| All | +209.9% | +133.7% | +76.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling