-7.1%
ABNB vs RDW
+1.6%
-8.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -9.5% | +4.8% | -14.3% | -10.2% |
| 30D | -9.4% | -19.5% | +10.2% | -6.7% |
| 3M | +29.9% | -26.9% | +56.8% | +33.7% |
| 6M | +26.6% | +17.8% | +8.8% | +16.5% |
| YTD | +23.5% | +43.0% | -19.5% | +6.1% |
| 1Y | +35.8% | +32.1% | +3.8% | +15.1% |
| 3Y | +15.0% | +250.6% | -235.7% | -36.3% |
| 5Y | +1.5% | -6.6% | +8.1% | -37.5% |
| All | -7.1% | +1.6% | -8.7% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling