+1.3%
ABNB vs DOCN
+110.0%
-108.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.6% | -12.7% | -5.4% |
| 7D | +2.7% | +3.7% | -1.0% | +1.3% |
| 30D | +10.8% | -33.7% | +44.5% | +20.4% |
| 3M | -2.1% | -27.9% | +25.8% | +2.1% |
| 6M | +32.2% | -46.4% | +78.6% | +45.4% |
| YTD | +33.5% | +81.1% | -47.7% | -5.1% |
| 1Y | +47.8% | +74.3% | -26.5% | +6.1% |
| 3Y | +53.3% | +245.8% | -192.5% | -21.8% |
| 5Y | -5.5% | -23.7% | +18.3% | -34.0% |
| All | +1.3% | +110.0% | -108.7% | -41.5% |
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