+25.7%
ABNB vs DLR
+76.1%
-50.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -4.0% | +1.6% | -5.5% | -4.6% |
| 30D | +19.3% | -3.4% | +22.7% | +20.8% |
| 3M | +36.1% | +0.5% | +35.6% | +34.6% |
| 6M | +34.2% | +4.6% | +29.7% | +30.2% |
| YTD | +34.1% | +23.4% | +10.6% | +20.3% |
| 1Y | +45.1% | +19.0% | +26.1% | +31.5% |
| 3Y | +37.1% | +56.5% | -19.4% | +6.3% |
| 5Y | +15.2% | +33.3% | -18.2% | -9.2% |
| All | +25.7% | +76.1% | -50.4% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling