+2.2%
ABNB vs DLR
+40.9%
-38.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -7.4% | +2.9% | -10.3% | -8.6% |
| 30D | -8.2% | -1.2% | -7.0% | -7.9% |
| 3M | +29.1% | +2.9% | +26.2% | +26.2% |
| 6M | +26.6% | +6.7% | +19.9% | +21.3% |
| YTD | +25.0% | +23.9% | +1.1% | +11.1% |
| 1Y | +37.0% | +18.6% | +18.4% | +23.5% |
| 3Y | +16.3% | +59.7% | -43.3% | -13.1% |
| 5Y | +2.2% | +42.1% | -39.9% | -18.0% |
| All | +2.2% | +40.9% | -38.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling