+25.7%
ABNB vs ROL
+6.3%
+19.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -4.0% | -1.4% | -2.5% | -3.6% |
| 30D | +19.3% | -4.1% | +23.4% | +20.6% |
| 3M | +36.1% | -22.5% | +58.6% | +44.4% |
| 6M | +34.2% | -37.7% | +71.9% | +50.3% |
| YTD | +34.1% | -39.6% | +73.6% | +51.0% |
| 1Y | +45.1% | -36.0% | +81.1% | +60.7% |
| 3Y | +37.1% | -5.1% | +42.3% | +35.3% |
| 5Y | +15.2% | -3.4% | +18.5% | +4.0% |
| All | +25.7% | +6.3% | +19.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling