+29.1%
ABNB vs ROK
+77.3%
-48.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | +7.1% | -8.8% | -5.1% |
| 30D | +11.8% | -5.0% | +16.8% | +13.5% |
| 3M | +0.9% | -9.4% | +10.3% | +4.7% |
| 6M | +40.5% | -11.0% | +51.5% | +45.3% |
| YTD | +37.6% | +4.4% | +33.2% | +28.9% |
| 1Y | +54.1% | +7.4% | +46.7% | +41.9% |
| 3Y | +56.8% | +61.0% | -4.2% | +7.0% |
| 5Y | -9.6% | +30.4% | -39.9% | -40.4% |
| All | +29.1% | +77.3% | -48.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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