+44.2%
ABNB vs ROL
-34.1%
+78.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +4.9% |
| 7D | +6.2% | +14.6% | -8.3% | +2.6% |
| 30D | +7.5% | +29.3% | -21.8% | +0.8% |
| 3M | +17.6% | +2.0% | +15.6% | +17.5% |
| 6M | +27.0% | -28.5% | +55.5% | +36.5% |
| YTD | +30.0% | -35.3% | +65.3% | +42.2% |
| 1Y | +44.2% | -34.7% | +78.8% | +55.9% |
| All | +44.2% | -34.1% | +78.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling