+15.1%
ABNB vs ROK
+50.3%
-35.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -7.4% | +0.2% | -7.6% | -7.5% |
| 30D | -8.2% | -1.8% | -6.4% | -7.6% |
| 3M | +29.1% | -7.2% | +36.3% | +31.9% |
| 6M | +26.6% | +14.2% | +12.4% | +17.5% |
| YTD | +25.0% | +10.6% | +14.4% | +17.3% |
| 1Y | +37.0% | +25.9% | +11.1% | +20.8% |
| All | +15.1% | +50.3% | -35.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling