+2.2%
ABNB vs DT
-28.0%
+30.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | -8.2% | +0.1% | -8.2% | -8.5% |
| 3M | +29.1% | +24.1% | +5.0% | +15.2% |
| 6M | +26.6% | +30.1% | -3.5% | +8.2% |
| YTD | +25.0% | +16.8% | +8.2% | +12.3% |
| 1Y | +37.0% | -0.1% | +37.1% | +32.8% |
| 3Y | +16.3% | +6.8% | +9.5% | +4.5% |
| 5Y | +2.2% | -28.4% | +30.6% | -1.1% |
| All | +2.2% | -28.0% | +30.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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