+17.2%
ABNB vs ROL
+2.4%
+14.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -7.4% | -3.3% | -4.2% | -6.6% |
| 30D | -8.2% | -7.2% | -0.9% | -6.4% |
| 3M | +29.1% | -27.0% | +56.1% | +39.2% |
| 6M | +26.6% | -39.5% | +66.1% | +42.8% |
| YTD | +25.0% | -41.8% | +66.8% | +42.1% |
| 1Y | +37.0% | -38.9% | +75.9% | +53.5% |
| 3Y | +16.3% | -0.4% | +16.7% | +13.4% |
| 5Y | +2.2% | -4.2% | +6.4% | -6.4% |
| All | +17.2% | +2.4% | +14.9% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling