+56.9%
ABNB vs DLR
+54.8%
+2.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +11.9% | +0.3% | +11.6% | +11.8% |
| 30D | +12.7% | +1.2% | +11.5% | +12.1% |
| 3M | +1.2% | -4.8% | +6.0% | +2.4% |
| 6M | +32.1% | -6.1% | +38.2% | +33.7% |
| YTD | +37.7% | +19.3% | +18.4% | +26.0% |
| 1Y | +55.5% | +10.0% | +45.5% | +47.1% |
| All | +56.9% | +54.8% | +2.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling