+17.2%
ABNB vs RVTY
-12.5%
+29.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.9% |
| 7D | -7.4% | -5.4% | -2.0% | -5.5% |
| 30D | -8.2% | +6.7% | -14.9% | -10.5% |
| 3M | +29.1% | +19.0% | +10.1% | +20.3% |
| 6M | +26.6% | +34.6% | -8.1% | +11.5% |
| YTD | +25.0% | +28.3% | -3.3% | +11.9% |
| 1Y | +37.0% | +46.0% | -9.0% | +15.7% |
| 3Y | +16.3% | +16.9% | -0.5% | +3.4% |
| 5Y | +2.2% | -32.9% | +35.1% | +6.1% |
| All | +17.2% | -12.5% | +29.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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