+15.9%
ABNB vs RIG
+156.4%
-140.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | -9.5% | -4.2% | -5.3% | -8.9% |
| 30D | -9.4% | -0.7% | -8.7% | -9.3% |
| 3M | +29.9% | -4.0% | +33.9% | +30.1% |
| 6M | +26.6% | -6.3% | +32.9% | +26.4% |
| YTD | +23.5% | +39.7% | -16.2% | +14.6% |
| 1Y | +35.8% | +78.1% | -42.2% | +19.7% |
| 3Y | +15.0% | -29.5% | +44.4% | +13.6% |
| 5Y | +1.5% | +65.3% | -63.8% | -19.4% |
| All | +15.9% | +156.4% | -140.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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