+64.7%
ABNB vs ROL
+5.5%
+59.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | +11.2% | +7.5% | +3.7% | +9.3% |
| 30D | +14.7% | +21.1% | -6.4% | +9.8% |
| 3M | +6.9% | +3.1% | +3.7% | +6.1% |
| 6M | +34.5% | -27.4% | +61.9% | +43.0% |
| YTD | +40.2% | -34.7% | +74.9% | +52.2% |
| 1Y | +57.4% | -32.9% | +90.4% | +69.8% |
| 3Y | +64.7% | +6.1% | +58.6% | +54.4% |
| All | +64.7% | +5.5% | +59.2% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling