+20.6%
ABNB vs DTE
+56.0%
-35.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.1% |
| 7D | -4.4% | +0.9% | -5.3% | -4.5% |
| 30D | -2.0% | -1.9% | -0.1% | -1.8% |
| 3M | +29.8% | -3.3% | +33.2% | +30.2% |
| 6M | +31.0% | -7.1% | +38.1% | +31.8% |
| YTD | +28.6% | +8.1% | +20.5% | +27.0% |
| 1Y | +40.1% | +5.3% | +34.8% | +38.7% |
| 3Y | +19.7% | +48.2% | -28.5% | +12.8% |
| 5Y | +6.5% | +33.2% | -26.8% | +2.5% |
| All | +20.6% | +56.0% | -35.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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