+195.8%
ORCL vs ABNB
+19.5%
+176.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.4% | +3.1% |
| 7D | +15.0% | -4.4% | +19.4% | +15.9% |
| 30D | +10.5% | -2.0% | +12.5% | +10.8% |
| 3M | -23.0% | +29.8% | -52.8% | -27.1% |
| 6M | +7.0% | +31.0% | -24.0% | +1.2% |
| YTD | -15.8% | +28.6% | -44.4% | -20.2% |
| 1Y | -31.1% | +40.1% | -71.1% | -35.8% |
| 3Y | +33.3% | +19.7% | +13.6% | +25.6% |
| 5Y | +94.3% | +6.5% | +87.8% | +78.7% |
| All | +195.8% | +19.5% | +176.2% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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