+25.2%
ABNB vs ROL
+12.9%
+12.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +6.5% | -1.7% | +8.2% | +6.8% |
| 30D | +9.4% | +18.5% | -9.1% | +4.7% |
| 3M | +0.6% | +4.3% | -3.8% | -0.7% |
| 6M | +33.7% | -27.7% | +61.4% | +44.0% |
| YTD | +33.5% | -35.8% | +69.2% | +47.7% |
| 1Y | +48.8% | -34.1% | +82.9% | +63.6% |
| 3Y | +53.3% | +2.9% | +50.4% | +48.1% |
| 5Y | -12.3% | +12.7% | -25.0% | -21.3% |
| All | +25.2% | +12.9% | +12.2% | +6.6% |
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