+52.0%
ABNB vs ROP
-5.5%
+57.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | +2.7% | -2.9% | +5.6% | +4.0% |
| 30D | +10.8% | +30.1% | -19.3% | -3.5% |
| 3M | -2.1% | +19.9% | -22.0% | -11.0% |
| 6M | +32.2% | +46.0% | -13.9% | +7.6% |
| YTD | +33.5% | +8.4% | +25.1% | +28.3% |
| 1Y | +47.8% | +8.8% | +39.0% | +41.6% |
| All | +52.0% | -5.5% | +57.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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