+17.6%
ABNB vs DLR
+76.3%
-58.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -5.5% | -4.3% | -1.2% | -3.9% |
| 3M | +30.0% | +3.8% | +26.2% | +26.8% |
| 6M | +27.6% | +5.8% | +21.8% | +23.1% |
| YTD | +25.4% | +23.5% | +1.9% | +12.5% |
| 1Y | +38.3% | +11.1% | +27.2% | +29.7% |
| 3Y | +15.5% | +57.9% | -42.4% | -10.8% |
| 5Y | +3.0% | +44.0% | -40.9% | -19.4% |
| All | +17.6% | +76.3% | -58.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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