+6.5%
ABNB vs ROL
-2.9%
+9.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -3.3% |
| 7D | -4.4% | -3.4% | -1.0% | -3.3% |
| 30D | -2.0% | -6.9% | +5.0% | +0.3% |
| 3M | +29.8% | -24.6% | +54.4% | +41.3% |
| 6M | +31.0% | -39.5% | +70.5% | +52.8% |
| YTD | +28.6% | -41.1% | +69.7% | +50.8% |
| 1Y | +40.1% | -37.9% | +78.0% | +60.9% |
| 3Y | +19.7% | +0.8% | +18.9% | +12.6% |
| 5Y | +6.5% | -4.7% | +11.1% | -5.4% |
| All | +6.5% | -2.9% | +9.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling