-5.7%
ABNB vs RDW
-0.7%
-5.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | -6.5% | +0.9% | -7.3% | -6.7% |
| 30D | -5.5% | -21.3% | +15.8% | -2.5% |
| 3M | +30.0% | -37.9% | +67.9% | +37.3% |
| 6M | +27.6% | +12.3% | +15.3% | +18.3% |
| YTD | +25.4% | +39.7% | -14.3% | +8.1% |
| 1Y | +38.3% | +25.7% | +12.6% | +18.2% |
| 3Y | +15.5% | +230.8% | -215.3% | -35.2% |
| 5Y | +3.0% | -8.8% | +11.8% | -36.3% |
| All | -5.7% | -0.7% | -5.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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