+17.2%
ABNB vs RL
+260.2%
-242.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.1% |
| 7D | -7.4% | -0.3% | -7.2% | -7.3% |
| 30D | -8.2% | -17.5% | +9.4% | +1.2% |
| 3M | +29.1% | -14.0% | +43.1% | +38.8% |
| 6M | +26.6% | -2.0% | +28.5% | +25.2% |
| YTD | +25.0% | -4.6% | +29.6% | +25.2% |
| 1Y | +37.0% | +9.5% | +27.5% | +26.6% |
| 3Y | +16.3% | +200.5% | -184.1% | -41.9% |
| 5Y | +2.2% | +226.3% | -224.1% | -52.4% |
| All | +17.2% | +260.2% | -242.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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