+15.9%
ABNB vs ROST
+112.3%
-96.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -9.5% | -2.5% | -7.0% | -8.4% |
| 30D | -9.4% | -10.3% | +0.9% | -4.5% |
| 3M | +29.9% | -2.6% | +32.4% | +31.1% |
| 6M | +26.6% | +6.5% | +20.1% | +21.5% |
| YTD | +23.5% | +25.9% | -2.4% | +8.6% |
| 1Y | +35.8% | +52.3% | -16.5% | +8.0% |
| 3Y | +15.0% | +94.6% | -79.6% | -21.1% |
| 5Y | +1.5% | +111.1% | -109.6% | -37.3% |
| All | +15.9% | +112.3% | -96.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling