+6.2%
ABNB vs DOCN
+74.7%
-68.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.5% | +9.2% | +11.1% |
| 7D | +15.6% | -19.2% | +34.7% | +21.2% |
| 30D | +18.3% | -43.1% | +61.3% | +33.7% |
| 3M | +25.3% | -40.7% | +66.0% | +37.5% |
| 6M | +35.8% | -55.0% | +90.8% | +56.0% |
| YTD | +40.0% | +50.6% | -10.6% | +4.4% |
| 1Y | +57.6% | +54.0% | +3.7% | +16.2% |
| 3Y | +60.8% | +203.9% | -143.1% | -15.8% |
| 5Y | -5.8% | -29.4% | +23.6% | -32.1% |
| All | +6.2% | +74.7% | -68.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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