+15.1%
ABNB vs ROP
-18.8%
+33.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | -7.4% | -6.1% | -1.3% | -4.2% |
| 30D | -8.2% | -3.4% | -4.8% | -6.4% |
| 3M | +29.1% | +16.7% | +12.5% | +18.3% |
| 6M | +26.6% | +8.1% | +18.5% | +20.9% |
| YTD | +25.0% | -11.7% | +36.7% | +34.1% |
| 1Y | +37.0% | -24.2% | +61.2% | +61.9% |
| All | +15.1% | -18.8% | +33.9% | +25.8% |
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