+40.5%
ABNB vs ROK
-11.5%
+51.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -1.7% | +7.1% | -8.8% | -2.2% |
| 30D | +11.8% | -5.0% | +16.8% | +12.8% |
| 3M | +0.9% | -9.4% | +10.3% | +2.2% |
| 6M | +40.5% | -11.0% | +51.5% | +40.7% |
| All | +40.5% | -11.5% | +51.9% | +40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling