+29.2%
ABNB vs RL
+330.1%
-300.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +11.9% | +1.3% | +10.6% | +11.0% |
| 30D | +12.7% | +7.6% | +5.0% | +8.3% |
| 3M | +1.2% | -1.5% | +2.7% | +1.5% |
| 6M | +32.1% | +12.1% | +20.0% | +22.5% |
| YTD | +37.7% | +13.9% | +23.8% | +25.6% |
| 1Y | +55.5% | +20.7% | +34.8% | +37.2% |
| 3Y | +58.2% | +260.6% | -202.4% | -28.3% |
| 5Y | -2.8% | +248.9% | -251.6% | -57.6% |
| All | +29.2% | +330.1% | -300.9% | -45.8% |
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