+299.4%
BKNG vs QSR
+203.9%
+95.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -10.7% | -4.7% | -6.0% | -8.5% |
| 30D | -18.1% | +4.3% | -22.4% | -19.8% |
| 3M | +8.5% | +5.4% | +3.1% | +5.8% |
| 6M | -0.1% | +8.2% | -8.2% | -4.0% |
| YTD | -18.2% | +14.1% | -32.4% | -23.6% |
| 1Y | -19.9% | +28.1% | -48.0% | -29.3% |
| 3Y | +41.6% | +25.3% | +16.3% | +22.9% |
| 5Y | +93.1% | +40.4% | +52.7% | +57.4% |
| 10Y | +214.8% | +132.4% | +82.4% | +98.7% |
| All | +299.4% | +203.9% | +95.6% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling