-2.3%
ABNB vs RL
+240.9%
-243.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.7% | -3.1% |
| 7D | +11.2% | +0.2% | +11.0% | +10.8% |
| 30D | +14.7% | +7.3% | +7.4% | +9.9% |
| 3M | +6.9% | +1.0% | +5.8% | +5.8% |
| 6M | +34.5% | +11.8% | +22.7% | +23.9% |
| YTD | +40.2% | +13.6% | +26.6% | +26.7% |
| 1Y | +57.4% | +24.0% | +33.4% | +34.5% |
| 3Y | +64.7% | +256.6% | -191.9% | -34.7% |
| 5Y | -2.3% | +240.2% | -242.5% | -61.4% |
| All | -2.3% | +240.9% | -243.2% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling