+54.1%
ABNB vs DLR
+13.8%
+40.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.3% |
| 7D | -1.7% | +3.3% | -5.0% | -2.1% |
| 30D | +11.8% | +4.6% | +7.2% | +11.3% |
| 3M | +0.9% | -8.3% | +9.2% | +2.1% |
| 6M | +40.5% | -5.6% | +46.1% | +41.2% |
| YTD | +37.6% | +18.7% | +18.9% | +33.7% |
| 1Y | +54.1% | +17.1% | +37.0% | +49.4% |
| All | +54.1% | +13.8% | +40.3% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling