-34.5%
RBLX vs ABNB
-7.8%
-26.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.4% |
| 7D | +5.1% | -6.5% | +11.5% | +9.3% |
| 30D | +28.0% | -5.5% | +33.5% | +32.0% |
| 3M | +4.6% | +30.0% | -25.4% | -12.6% |
| 6M | -24.7% | +27.6% | -52.2% | -36.7% |
| YTD | -43.8% | +25.4% | -69.2% | -52.4% |
| 1Y | -65.8% | +38.3% | -104.1% | -72.9% |
| 3Y | +59.4% | +15.5% | +43.9% | +32.9% |
| 5Y | -48.2% | +3.0% | -51.2% | -57.2% |
| All | -34.5% | -7.8% | -26.7% | -43.7% |
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