+134.5%
ORCL vs ABNB
+24.1%
+110.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.1% | +11.9% | +9.4% |
| 7D | +3.8% | +2.7% | +1.1% | +3.1% |
| 30D | -6.6% | +10.8% | -17.3% | -8.6% |
| 3M | -11.4% | -2.1% | -9.3% | -11.5% |
| 6M | -33.3% | +32.2% | -65.5% | -37.3% |
| YTD | -33.3% | +33.5% | -66.7% | -37.4% |
| 1Y | -44.9% | +47.8% | -92.7% | -49.3% |
| 3Y | +17.6% | +53.3% | -35.7% | +6.9% |
| 5Y | +46.1% | -5.5% | +51.5% | +32.0% |
| All | +134.5% | +24.1% | +110.4% | +110.5% |
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