+31.5%
ABNB vs ROIV
+302.7%
-271.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.5% |
| 7D | +11.2% | +13.3% | -2.1% | +9.2% |
| 30D | +14.7% | +14.8% | 0.0% | +12.4% |
| 3M | +6.9% | +11.9% | -5.1% | +4.5% |
| 6M | +34.5% | +42.4% | -7.9% | +26.4% |
| YTD | +40.2% | +87.4% | -47.2% | +25.7% |
| 1Y | +57.4% | +97.2% | -39.8% | +39.8% |
| 3Y | +64.7% | +375.7% | -310.9% | +26.4% |
| 5Y | -2.3% | +379.0% | -381.3% | -35.1% |
| All | +31.5% | +302.7% | -271.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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