+25.7%
ABNB vs RNG
-78.1%
+103.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.6% |
| 7D | -4.0% | +5.8% | -9.7% | -5.6% |
| 30D | +19.3% | +19.6% | -0.3% | +13.0% |
| 3M | +36.1% | +67.0% | -31.0% | +14.9% |
| 6M | +34.2% | +88.4% | -54.1% | +7.4% |
| YTD | +34.1% | +155.5% | -121.4% | -5.3% |
| 1Y | +45.1% | +141.7% | -96.6% | +3.7% |
| 3Y | +37.1% | +131.1% | -94.0% | -7.2% |
| 5Y | +15.2% | -70.6% | +85.7% | +48.6% |
| All | +25.7% | -78.1% | +103.8% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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